As the bullet arrives at the egg it needs to push the egg material out of its way. This material then needs to occupy some other place than it was before, but there is other egg material in its way. Egg pushes on egg, but eventually there is a path where there is no egg resisting its movement, which can be back along the direction of the incoming bullet.
To simplify, the bullet pushes some egg in its direction of travel and some sideways. The egg that goes sideways pushes some in its direction of travel (sideways from the bullet) and some sideways again (some along the path of the bullet, some backwards from the bullet’s path). This second sideways path has no more egg to push and escapes into open air.
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