This happened to me in Crystal, while trying to get a shiny Elekid, after 15 eggs I released the last five Elekids and saved at the Pokémon Center in Goldenrod City, then I went with the DayCare dude and I'm pretty sure that I took another egg and started walking to get the next one. After 3 hours I haven't gotten an egg and after that I checked my team and there was no egg... Where the hell did the egg that I took went? Maybe it's a rare glitch or something....