Theory is Vince's shoot son. The Egg was a metaphor for this fact. The Rock/ Cleopatra storyline was cover.
Look at that face Vince is making. That's the face of a proud father. Vince is obsessed with legacy wrestlers. He's created his ultimate dream. Shane's bird face and doughy physique from Linda's inferior genetics never sat well with Vince. Whether Theory was made in a lab with Vince's sperm and some artificial womb or Vince hooked up with an athlete for this sole purpose I can't say but it's definitely his son.