it hits things no other weapon can
Almost every weapon passes harmlessly through townsfolk. These do not. Throwing them is the normal way to clear a house you want re-rolled for a different occupant, or to remove an NPC whose shop you have finished with. It takes a while, since each egg is weak and nothing comes back once one breaks.
watch what else counts as friendly
The Eternia Crystal is on the friendly side of that line too, so lobbing eggs around during the Old One's Army can break your own objective. Frost armor also applies its set debuff through them, which is a strange thing to discover mid-throw.
stock up while you can
They only appear during the Halloween window, out of goodie bags and by shaking trees. If you want a supply for the rest of the year, that is the time to gather it.