Why does the Pasuk mention Yetzi'as Egypt here?
Rashi: To teach us that it was on condition that we observe all the above-mentioned Mitzvos, even to the point of giving up our lives when necessary, that Hashem took us out of Egypt.
Ramban: Refer to 22:33:2:2.
And what are the connotations of "Ani Hashem"?
Rashi: To remind us that Hashem can be relied upon to reward those who sanctify His Name. 1
Ramban: This obligates us to die al Kidush Hashem rather than transgress, since He took us out of Egypt to be our G-d, and we are therefore His subjects.
Seforno: 'I am Hashem who has not changed, and I will continue to perform miracles (on your behalf) as I did until now 2 - provided your sins do not divide between you and your G-d'.
What are the connotations of "Ki Ani Hashem Mekadishchem"?