It’s more than that, though. In Gold and Silver, Professor Elm is tremendously excited to hear that Mr. Pokémon is claiming to have a Pokémon egg, because at that point (and there is dialogue elsewhere in the game that confirms this explicitly) no-one even knows for sure that Pokémon hatch from eggs. Why would anyone be concerned to hide that from a child?
EDIT: Actually, come to think of it, even when you think about the day-care people producing lines like “we don’t know how [the egg] got there, but your Pokémon had it” that’s still bizarre, because why would anyone be uncomfortable telling a child “your Pokémon laid an egg”? There’s no need at all to mention the sex which presumably preceded it. Seriously, eggs are, like, the most kid-friendly method of reproduction ever.
