How does showing how they got the Queen have relevance to the story being told about a right-of-passage hunt in a shape shifting pyramid?
He's talking about his hypothetical future-set story set in a colony now. But since the Predators in that are just shuttling the eggs around, not the Queen, it becomes even less relevant.
This is kind of the point. Just because you can
go spelunking into any given aspect doesn't mean you need to in order to fully realise it as part of the story. What Anderson did was perfectly adequate and anything more would be excessive for the story he wrote.
What he did with actually showing Aliens and Predators fighting, on the other hand, was in
adequate and needed more. But while showing Predators collecting the Queen would add to that aspect -- it wouldn't add to the actual story.