Well, the chick grew up into a chicken, but you’re still not sure how the egg got into that cave...

"Spirits sing of a powerful creature that rules over all that is mystic and that can only be controlled by chanting the ancient saying 'Arise, Chicken, Arise'. It is the absolute master of all children games, and defying the creature's ancient will shall see its enemies burned until even the ashes disappear into the wind."

Thus says the prophecy regarding Mega Ultra Chicken. Neither the dragons nor the human in charge know why; it is just a chicken, after all. It can't spit fire, or play games, or control other dragons. The human in charge doesn't even know why the bother in copying the prophecy in the scroll. Maybe because saying 'Arise, Chicken, Arise' and having Mega Ultra Chicken come making chicken sounds is incredibly amusing.