I think it would be more logical to have different egg sprites based on the different egg groups as opposed to types. It's just much more useful to the breeder in question, (if you can call it useful) considering they know what type of Pokemon they're getting. Then again, it would be quite nice to have any other sprite than the one currently implemented, just to spice up breeding a little bit.
But to be honest, I have no idea how this would be implemented. Creating the sprites would be easy, however the rest of the implementation would be absolute hell for the developers. It is too out of proportion in terms of true value to the game, and the amount of work it would take to add.