If a fox spawns, it can equip an item in its mouth from a randomly-selected pool of items. One item is the (regular) egg, even if this egg would not make sense for the fox to have. I would expect the fox to only spawn with chicken eggs matching the biome it spawned in, since for example, if the fox spawns in the middle of a cold biome, there are no temperate chickens nearby to lay an egg.

Steps to reproduce

1. Run /tick freeze
2. Visit a cold biome
3. Spam a fox spawn egg against a wall until a fox holding an egg is spawned
4. Observe that this egg is not a blue egg