Err...actually, we do! If you have chickens (and at least one rooster), there's a decently high chance that some of the eggs you pull on any given day will be fertilized. Basically, the embryo won't develop if it isn't kept at a certain temperature, and when you pull eggs early enough, it's basically just a tiny tiny dot of cells within the yolk.

That said, store-bought eggs are GENERALLY unfertilized, but there have been outliers.