At the end of Parshat בא, we have two of the four chapters dealing with references to Tefillin. Each time, the Torah refers to this Mitzva as an אות, or sign.
Shabbat and Brit Milah are also referred to as אות. They are special signs of our connection to G-d. One of the reasons we do not put on תפילין on Shabbat is because there always needs to be two active אותות every day. During the week, it is ברית מילה and תפילין. And on Shabbat, it is שבת and ברית מילה.
It seems to me that the reference to תפילין is found in פרשת בא, to teach us that perhaps תפילין are put on as a sign or symbol that we be reminded of the exodus from Egypt.
The binding of תפילין on our bodies reaffirms the foundational message of Egypt. Hashem exists and is actively involved in our lives. When we are reminded of this, we are guided as to what really is important in our day to day living.
During the week, תפילין does this. And on Saturday, Shabbat teaches us this lesson.