The egg stands for a mystery in the context of the city. This happens because it's such a nonsequitor as to pull you away from the original question of the city's absence during the day.
Where as the city is a ghost, the egg is reality and more solid, yet even more mysterious due to it not belonging with the rest of the context. To make matters worse, we are given a point of view that has not seen all there is to see.
After all, Juni has never been there during the day.
A Good ending to this would be the egg opening revealing a key with no lock in the level, leading us to question the dream like atmosphere. Is Juni, in fact, asleep. >_> But that's my own add on, and has nothing to do with the actual story.
O_O Never answer questions. It would pull away from the feel of the level.