My guild has downed the Nightmare Pilgrim three straight weeks and I've never seen a pet (or anything else other than gear) drop. We've downed Kephess on Denova hard mode weekly for almost two months and I've never once seen a Wondrous Egg (though the black and red speeder has dropped twice).
Those are admittedly small sample sizes, so if the odds are on par with Karagga's Hat or the thrall droid pet, they could be very rare indeed.
I've probably done HM Lost Island thirty times and never once seen either pet drop (though I know the Mysterious Egg dropped for a guildmate during one of his runs a while back, and I bought it off him).
Though, the pet was found within 2 months from Karagga and I've actually seen a lot of people with it and the hat. I'd like to think at this rate with the amount of people doing it, if it's true, it should've been found by now.
Oh god, Lost Island. I finally saw it twice last week (getting it the second time), but it took a long time of me doing it before I did. Never saw the Mysterious Egg, however, so glad I bought it off the GTN.
I was hoping the same thing but it just doesn't make sense. Out of all the trio pets all had one u had a puzzle of sorts to find it (Orokeet, Crimson Rakling, and Taunlet) and one that dropped from new content (Orosquab, Orochick, Taunta, and Midnight Rakling). Since there is no new content I believed it was only safe to assume that the drops would be from previous content.
1. Orochick isn't confirmed to drop from anywhere yet
Just confirmed to be ingame.
2. Taunta is the one you buy from the Collector's Edition Vendor. Taunling, however, does drop from Gargath who has always been around.
But yes, it is partially true, the trios have been:
??? - Could be that the Orochick/Wonderous/Wondrous egg needs to be purchased, but where? I'd like to think someone would've stumbled across it by now if so, but there are people who still didn't know you could purchase Taunta an an example. And it's possible a new/secret vendor was put in as well. Anyone feel like exploring?