There are many reasons to find an egg that is not in its nest.
Another bird might have taken over, and thrown all the eggs to the wind.
A predator might have tried to steal it, and dropped it as it was escaping.
The mother bird might have been spooked, and subsequently vacated the home.
Something might have shaken the tree, and the egg fell to the ground.
In any case, as we were exploring the wilderness around our house, we found this tiny, freezing egg. It was a pity, because it was really an untimely death.