Mu Hanyan thought about it and realized that there truly was a possibility of that happening. She of course also knew that carrying an auspicious beast rumored in legends everywhere was not a good thing for her, so this outcome was not bad; pigs, after all, were quite cute.
As for why an egg would hatch a "pig" instead of a bird? Mu Hanyan did not ask further.
Generally, avians are oviparous, and mammals are mostly viviparous, but these rules do not apply to Exotic Beasts.
In order to better protect their offspring, many Exotic Beasts would form a barrier around the developing embryo using their own vital essence, which appeared similar to an eggshell but functioned more like a Guardian Barrier. The same was true for Divine Beasts; thus, it wasn't strange for any type of avian or mammal to hatch from an egg.
