Now I can confirm that the same thing is happening with the Dialga
egg in my egg storage (which I took out for a while to test this)
This is the art I see, same as yours.
Then I interacted with a Friend's celebi, and the Celebi egg art
showed, the coorect one.
So I can conclude that this is happening with, at least, Dialga
and Palika.
Lets get the facts together. When warming legend eggs, the
egg artwork is showed up of a normal egg instead of
Legend Artwork.
Pokemon we know it effects-
1. Dialga Eggs (My dialga egg)
2. Palika Eggs ( Jacharias' Palika Egg)
[so far.....]
And the Eggs we know it dosen't effect-
1. Celebi Egg ( Tested on a Friend's Celebi by me)
2. Kyogre Egg ( Tested by Jacharias)
3. Groudon Egg ( Tested by Jacharias)
[So Far...]
This is a total sum up of facts for anyone who sees furthur.