Chimmy eggs seem to appear and disappear at random. Studies have shown that this is due to the eggs existing in both this dimension and another. What other dimension that is no one knows yet.
Just like their eggs Chimmies exist in more than just the visible dimension. Unlike their eggs hatched Chimmies have full control of their ability to hop between our dimension and the other. Chimmies are notorious for using this ability to pull pranks on people, often by moving objects, like keys, to places they wouldn't normally be found in, like the milk jug.
Pro tip: Never play hide and seek with a Chimmy, you'll lose every time.