I don't know if this has been mentioned before on this thread. Apologies if it has.
The ALIEN 3 menu of the Blu Ray ALIEN Anthology looks like it shows a scenario for the possible explanation for the egg on the Sulaco.
And if you go the the Alien heading at the top of this web page. Then to ALIEN 3 this is a quote from the storyline.
It says "Just before the queen alien was sucked into space in Aliens, she managed to lay an egg on the Sulaco and while Ripley and the other survivors are on the way back to earth, the facehugger tries to attack the hibernating passengers."