I'm under the impression that this is intentional.
The Egg Guard doesn't have MF_ENEMY to prevent it from hurting players while holding the shield (devs: see r4477, r4517) so he's not treated as a regular enemy. In addition, granting MT_EGGUARD that flag resulted in SIGSEGVs, if I recall correctly.
Just pretend that his shield is strong enough to defend him from the blast.