The thing that bugs me most about the Sulaco egg is not so much that it's there, but that it's in some completely obscure part of the ship. If they had put it in the dropship's landing gear I could've at least accepted that maybe the Queen carried it aboard (she does have four arms after all) and stuck it in there before attacking Bishop.
Of course, that still doesn't explain how she could've done that when we clearly see she isn't carrying anything as she leaves the elevator inside the atmosphere processor, but it's a retcon with at least a shred of believability. Or at least a shred more than the Alien 3 we ultimately got. Then again, an egg in the dropship landing gear would also beg the question how neither the Sulaco's computer nor Ripely and the others managed not to realise it was there, given they were hanging around right next to it