It's an open ended mystery anyway. The only Alien 3 script that bothered to explain the egg was the one William Gibson wrote in 1988. In that version, an egg grows out of Bishop's torso within his cryotube, ostensibly due to having been contaminated with genetic material when the queen impaled him.
It's long been my theory that this is still the basis for the egg's presence on the Sulaco and the screenwriters simply didn't bother to tell us. However, instead of growing out of Bishop's entrails, it grew from some genetic goo that oozed out of the queen and congealed in the hangar bay's subflooring.