It most likely doesn't hurt but many people do not mist eggs but rely on changing ventilation and/or providing additional surface are for evaporation and hence higher ambient humidity. Some like me will add a humidity to the room area hence more humidity .
My brother says he mists them with a vinegar/water mixture the day of lockdown so the shells are easier for the chicks to break thru? I don't know if it works, or where he got that from though... Haven't done it myself either...