Being 'bad for you' isn't always the same as 'makes you fat'. There are things that don't make you fat, but that do 'make you dead'.

However, I don't think that is usually the case with eggs. I did hear of an experiment (sorry no cross-reference, but I'm pretty sure it was on a health-themed programme on BBC Radio 4) where patients who were being monitored were divided into two groups - one group ate no eggs or products containing egg, and the other group ate three eggs a day. There was no difference in the results for either group.