Why is Humpty Dumpty an egg?

This still bothers me – no where in the rhyme does it say that Humpty Dumpty was an egg, yet that’s what we’ve all accepted.

Most of my life I’ve heard that Humpty Dumpty was a piece of artillery that fell after the wall it was sitting on collapsed, but I’ve not found a definite source for this. I’ve found a few different European towns claiming to have been home to the original Humpty, possibly as a publicity stunt, but even if any of them it doesn’t explain why we portray Humpty as an egg.

Another source claims that the rhyme was originally posed as a childrens riddle – what can’t you put back together once it’s broken? An egg. But no proof that’s definitely the case either.

So I’m starting to feel that the true answer to this is NO ONE KNOWS. There are some things we just will never know, okay? It’s just another of lifes great mysteries, like where do moths go during the day?