Keep the egg.
I had intention of bringing it back, but when I went to the nest, I saw mama. Her bar was green, so I didn't kill her. However, as I was looking around, the bar turned red and she attacked.
Proving, once and for all, Deathclaws deserve no sympathy. Kill them all.
PS: the reason she attacked is because there's a boundary around the nest. If you enter it, then leave without placing the egg, she gets mad. I didn't know about the boundary, so she is now a belt and a pair of shoes.
I gave the egg away. I see to many eggs lying about as it is. I shoot them all. Don't want anything hatching and growing up to kill me.