From the Super Mario Wiki
The Sphinx is a character in Wario: Master of Disguise. He is found in the Smithsnorian Museum. Wario and Goodstyle meet him while searching the museum for clues about the whereabouts of the Wishstone pieces. After the Sphinx mentions a previous "visitor" in passing, Goodstyle asks him for information on the person. However, the Sphinx does not tell them what they need to know until Wario finds three of the Pharaoh's treasures for him.
After receiving the treasures, the Sphinx tells Wario and Goodstyle that a "guy in a suit" was taking boxes out of the museum. However, after Wario inadvertently reveals that he is a thief, the Sphinx refuses to let him leave unless he solves three riddles. After Wario correctly answers the riddles, the Sphinx tells him to leave quickly before the guards find out he let him go. Before they leave, Goodstyle asks where the man in a suit was headed. The Sphinx says that he mentioned a "cave hidden by a perpetual blizzard". Goodstyle deduces that he is referring to Sneezemore Cave, giving Wario his next destination.
The Sphinx works at the museum, but spends all of his time goofing off and asking dumb riddles of everyone he sees. Plus he never pulls OT.
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