Why was the egg runny?
Because he'd just had sex with Jimmy Saville.
Listen up, buttercup. This joke is dark AF. It's saying the egg is 'runny' because it was just with Jimmy Saville. Jimmy Saville was a real creep who did bad things to people. So, the joke is using something awful to make you laugh, even though it's super messed up. Bet you didn't know Jimmy was also knighted by the fuckin' QUEEN?! Based, eh?