Air carrier Captain reported a terrain warning was received while conducting a visual approach. Captain suggested that ATC provide vectors to extend the final approach to avoid potential conflicts with surrounding terrain.

Narrative

While proceeding to the fix WOREX and descending to 3;100 feet MSL to set up for a left base for a visual approach to Runway 24 at UNV; we received a EGPWS (Enhanced Ground Proximity Warning System) warning for terrain. I immediately disengaged the autopilot and manually leveled off the aircraft. Once the warning terminated; I continued to a left base and flew a visual approach to Runway 24 at UNV. The EGPWS Terrain feature had been selected on the Pilot Flying side prior to the decent into the UNV airport area.Initially; New York Center requested we call the UNV airport in sight at approximately 25 miles after we had been cleared to 4;000 feet MSL and while we were still on the filed routing towards the UNV airport. Consequently; I requested to proceed direct to WOREX; a fix on the ILS approach to Runway 24 at UNV; to facilitate being in a better position to pick up the airport visually; given the high terrain around the airport; and to set up a base leg for a visual approach to Runway 24 at UNV. New York Center approved the request and once we called the airport in sight at approximately 10 miles New York Center cleared us for the visual approach to Runway 24 and instructed us to contact University Park Tower. Suggest that even for visual approaches at UNV; New York Center provide vectors to an extended final to ensure potential conflicts with terrain are not created by requiring aircrews to intercept the final approach course near the final approach fix with intercept angles that bring the aircraft across the high terrain bracketing the final approach course on the north and south sides of the final approach fix.Cause - High terrain in the vicinity of the UNV airport.