I wondered the same thing but read that it's to wash away the potential salmonella.
Why the U.S. Washes and Refrigerates Eggs, & Why Other Countries Don’t
"The FDA states that eggs must be sterilized and chilled to reduce the likelihood of salmonella infections. Much of the world focuses on, and/or legislated to place emphasis on, producing cleaner eggs. American chicken factories, on the other hand, are legendarily filthy, and we don’t seem motivated to change that."
My aunt in Texas gets eggs from a neighbor and her eggs sit on the counter unwashed.