It wasn't an easter egg; it was how the games accessed and played the in-game music (and digitized speech when that was a new, exciting thing). There would be one huge data track and then dozens of small audio tracks. If the game did take multiple CDs, then either (a) you installed all the discs but all the audio was on the CD that had to be in the drive for the game to play or (b) each CD had the audio needed for the levels that were on that disc (I think that scenario was more common on PS1 games, but I could be mis-remembering)