If a player leaves midgame, with others still there to have the game running, their egg stays there for about a minute or three. That's enough time to go to their base and snatch their egg, but not being able to do that doesn't feel "unfair" to be honest. If it's the last player, and you're right next to their shell, then it's pretty disappointing to have that happen.
You said, "That doesn't feel unfair" that means it feels fair...