Moving eggs is not really normal behaviour for paros, but it can happen. I have had it happen a few times.
What could trigger such behaviour could be one of the following :
1 Young and confused male. You can see often that it does take the male a few tries before he gets it right.
2. Too many available caves making the choice difficult 🙂 … you do see that sometimes, – that if there are many choices of caves, for some reason the male decides that his first choice isnt the right one, – and he may then try to move the rest. Usually the best is to actually not provide too many obtions, – if the cave is good enough, one choice is fine.
If also there are more fish in the tank, or more males, this can also lead to this insecurity regarding whether the place might not be good enough.
But it is not common at all, and even if all the circumstances may be true, it might not happen to all males. But I wouldnt worry.
Expect you say it seems like an egg. That would of course be a priority to figure out. And that it is not something else, like a skinproblem or blister or something ?