Spawn eggs do not have the command execution warning

The following item when placed leads to command execution (assuming the entity isn't placed over the void), but lacks the tooltip indicating the risk:

/give @s minecraft:allay_spawn_egg[minecraft:entity_data={id:falling_block,BlockState:{Name:"command_block"},TileEntityData:{Command:"say Hello",auto:1,x:1,y:-60,z:0}}]

I would expect this item to consistently produce a warning tooltip to match other items which have the tooltip due to potentially leading to command execution.