This is not supposed to happen. Depending on how friendly your Pokemon are with each other (I assume they should be around the "The two seem to get along" area, because I'm guessing that's N's Zoroark + one of your own Pokemon), and they will have a ~50% chance of producing an egg every 255 steps.
Walking from the daycare man to his wife does not take 255 steps, unless you dawdled. If you did walk around 255 steps, then that's why. If you didn't, then it's not supposed to happen.