I would only break open an egg to be sure that they are fertile before the hen starts to set. No sense in wasting a month if they are not fertile. For me, this is easier than candling and if they are not yet fertile, I can wait until they are to leave them. I wasn't suggesting breaking open an egg that had been incubated. Ducks will lay for a bit before they set so you have plenty of opportunity to check prior to the beginning of incubation.
Sterility being unable to bear offspring, whether it be ducks or people. Just the inability to have babies. Muscovy crosses are sterile.
Yes, if you break open a fertile, incubated egg, you will kill the baby.