Only a few select legendaries that spawn rarely can spawn unhatched. A case in point being mine, just talk a lot (in a non spammy way!) and you’ll level them up.
There are 2-3 legendaries that are available to be found (non-egg) each season. They are quite rare though so good luck hunting!
It's a secret to everyone (except the site coders). Just keep wandering around and you'll come across quite a few. You did show up in the era where you can tell what legendary is inside a legendary egg, though, so do make use of that!