The risk of illness transmitted from eggs is much lower than from chicks or adults from what I understand.
The usual recommendation is to quarantine all new chickens EXCEPT just-hatched chicks from a reputable source (hatchery or similar.)
Yes, eggs are safest.
But chicks that hatch in an incubator and are shipped immediately, having no contact with older chickens, are almost as safe as the eggs.
Adult chickens, or started chicks that are several weeks old, are much more likely to be carrying illnesses. And chicks that hatch under a hen could pick up something (like parasites) from the hen after they hatch, so it would probably be sensible to quarantine baby chicks if they hatched under someone else's hen.