AAAAAHHH!!!!!
Not the EGG question again!!!
Look there actually is an answer to this question, but it's NOT ACTUALLY AN ANSWER.
Here goes.
This thing with the EEV crash landing with an ALIEN both on board and inside Ripley is one of the left-overs from the Vincent Ward script.
If you watch interviews with Ward, he explains that his intention was to sort of imply that Ripley's quilt over all this tragedy has sort of created the ALIEN, or better yet that the origin of it does not even matter because she is so haunted by these monsters that it simply is eternally manifest in her life...then through all the religious metaphors in part 3 it is/Ripley is meant to resemble a sort of distorted version of the Virgin birth of Jesus....only it will destroy the world. It helps to make sense if you think of A:3 as sort of THE OMEN, only the Antichrist is called 'A BEAST' of 'DRAGON' and has been created by it's mother's mental state.
That said, while I like the depth of this idea, coming off of ALIENS, which is more straight forward than any of the ALIEN films, it was an extremely bad decision. Especially since mid way through Production the studio decided to not explain this properly, causing all kinds of problems.
That said, it's my theory that the COLONIAL MARINES game, if it ever sees the light of day, will explain the Egg's origin in a much more traditional way.