Forget hiding it, where did she even get one in the first place? I don't for one second buy into this "she can lay an egg without an egg sac" idea because if that's so, why does she have an egg sac at all? And she clearly isn't carrying an egg when she steps out of the lift at the end of Aliens.
I gave up trying to justify the presence of the egg a long time ago (and I love Alien 3), because any explanation is just a lame series of silly suppositions. The fact is, they f*cked up.