I was mildly surprised to find that there are no sphinx in Dark Sun. Seems likely they were never there. If I was to suppose why, the original authors may have worried that might be too stereotypical Egyptian. There was a lot of deliberately moving away from traditional monsters and iconography.
These days, the Dark Sun aesthetic and theme is strong enough I feel good about adding them back in.
Heck, you can argue Aviaarg are basically sphinx already.
The easy way to adapt them would be say the sphinx you encounter is an unique creation of the Pristine tower, slap on psionics. Look at the Athasian chimera thread for ideas on how to modify their appearance to be Athas ready.
Still, how to do this thematically. How to change sphinx to more closely align with Dark Sun.
So, there are traditionally four of them. They are listed below. Notice that they are all male but the ginosphinx. She can bear the children of the other three.
Androsphinx- The wise, if arrogant, male
Criosphinx- The dumber, ram headed one
Ginosphinx- Riddle loving female
Hierocosphinx- The evil one with a hawk head
With four, it’s tempting to assign them an element. Heirocosphinx is obviously Air. Etc. This does make them them oddly related in certain ways. Whatever element the ginosphinx represents (water most likely) the other three elements are desperate to tap that. Odd.
Now the supplement SandStorm, does offer four more sphinx. There’s less interesting lore behind them, but if one wanted to tie them to paraelements forces, that is an option. Though I can’t help but think there are not many females. If they are elemental beings, maybe that isn’t necessary.
Canisphinx- evil wolf headed ones
Crocopshinx- destructive crocodile headed
Saurosphinx- cold blooded, lizard headed, but friendly and curious
Threskisphinx- Head of an ibex, specializing in making magic items for heroes.
Some other ideas might be…
Each of the sphinx is an ancient master of one school of psionic skills
They are deeply concerned with the vanishing Athasian lion, their closest relative.