According to this Government Web-page it's an offence to "intentionally take or destroy a wild bird’s egg". If you do, you could be sent to prison for up to 6 months and be fined £5,000 for each offence.
Now an egg is just that - an egg. You've broken a hen's egg open and seen what's inside. By no stretch of the imagination is it a fully-formed bird. But do that to a wild bird's egg - rare bird or not - and there are dire consequences. Why?