Bantam Cochin pullet "squeals & whirrs" when we gave her an egg to sit

We have 5 pullets: 3 Leghorns, 1 American Game bantam and a Cochin bantam. They all lay their eggs in the same spot in their nesting box (sometimes they squeeze together and lay them at the same time) and take turns sitting on them. None are especially broody.
The Cochin comes in the house at night since she was being pecked on a bit. Usually her in-and-out routine is happy and regular.
Tonight, however, she didn't wait and greet us at the coop as usual, nor did she come when called. When we brought her in the house she wouldn't stay in her box. She seemed distressed- frantically running about and inconsolable. My husband suggested that she might be worried about eggs. So, we put one of her eggs in the box, then put her in.
Immediately she made a piercing shriek with much vibrato. She did this repeatedly as she pulled the egg in underneath her and began settling upon it. For the next 15 minutes or so her cries softened to squeals and whirrs.
Does this behavior and noise sound familiar to anyone?
We are not concerned, as the problem seems solved.
However, we have a lot to learn about and from our chickens in order to take good care of them.
Thank you for your response!

 

Thank you both for your replies!
In response: we have no rooster- we thought the Cochin was "our boy" until she recently laid an egg in her house-box.
We will consider the "decoy-egg" suggestion.
The description of your banties talking to their eggs/reassuring themselves matches our pullet's "cues".
I look forward to learning more about these special birds!