Why did the Egyptians call their way of writing hieroglyphs

They didn’t. Hieroglyphic is a Greek word meaning “sacredcarving.” The name that the Egyptians themselves used for theirwriting was mdw nTr,* which means “divine speech.” Manyancient peoples considered writing to be divine or magical andattributed its invention to gods or demigods.

*Egyptian vowels were not written. The capital T is a conventionalrepresentation of a sound something like English “ch.”