Laughed a bunch then my eye twitched as my brain dug out information from YEARS ago. There was something I remembered about this from long ago.
From the Creatures Wiki:
If you are running heaps of COBs (and/or heaps of creatures) in your Albia, occasionally you will experience the bug known as the Egg in the sky. Basically, a small egg-shaped object appears in the sky far above the Statue of Nornity.
The most common cause of the sky egg is a pregnant norn failing to lay an egg after the termination of her pregnancy. The norn will revert to her post-laying state, but there is no egg to show for it, and the egg in the sky appears. The player can use a COB to force the female to lay an egg even after reverting back to pre-pregnancy state, and the baby will generally be born healthy. However, the egg will remain in the sky.
This is not so annoying in itself, but all norns have an abiding fascination with it, and will attempt to walk towards it forever - sadly to the detriment of their health.