Since Minecraft 1.9, spawn_egg use NBT tag instead of damage id to specify the mob.

Here an exemple to give a pig egg:

/give @p spawn_egg 1 0 {EntityTag:{id:Pig}}

So it's now possible to add extra NBT tag about mobs, for example here is a spawn_egg to spawn pig with a saddle and glowing effect

/give @p spawn_egg 1 0 {EntityTag:{id:Pig,Glowing:1,Saddle:1}}

That work as intented (see screenshot 1).

But if I try to create a spawn_egg to spawn a pig ridding a glowing spider (= a spider with a pig as passenger), here the command:

/give @p spawn_egg 1 0 {EntityTag:{id:Spider,Glowing:1,Passengers:[{id:Pig}]}}

The spawn egg only spawn the spider without its passengers (see screenshot 2).

It's only a spawn problem, the NBT datas are correctly saved (screenshot 3).