Good evening! :)
There could be a flipside to this. Why would it be better to be an egg today? Don't people fry eggs? They also eat hens, but that wouldn't make it better to be an egg as each can be devoured. I've also heard the saying like this, "If the chicken knew what it was in for it would never leave the egg." Especially if it is being said when making eggs for breakfast...I think that is the line of some disenchanted kid in a movie, but I'm not sure...
Anyway, let's see:
How about it being a metaphor for assumption? In other words, it is better to rely on what you physically have presently (i.e. the egg) than to assume that you will have more/better in the future (the hen, which will lay more eggs). It could also be looked at as a metaphor for knowledge. Knowledge can be thought of as fragile in the present, especially if it is a new idea without a strong following, and if nurtured correctly it will one day (tomorrow) turn into a hen (a more mature, wiser, grown version of its former delicate self).
I hope this helps you get started. Best of luck!