Aziza was upset after the unmasking, because she hoped to participate longer in the competition.
The egg that Pingvin carries with her can possibly be reference to Aziza's unborn child that she lost back in 1991 when in a fight between her bodyguard and a bodyguard of the singer Igor Talkov, she was punched in her pregnant stomach and Igor Talkov was killed. That possibly the reason why when on the first show when after her performance she asked where her egg goes and host of the show, Vyacheslav Makarov, jokingly says "We lost the baby" she slapped him in the face. On the remaining programs she carries her egg on her back like a backpack.