Egg shells are quite porous and allow exchange of humidity and air. As the chick grows the air cavity at the blunt end of the egg increases in size so yes, they loose a fair bit of moisture through the shell so will be lighter in weight than an egg.
When you put eggs in a pan of water and they float you have old eggs. At one weeks or so old they tend to balance on the pointed end on the bottom of the pan as the moisture of the egg escapes through the shell and increases the air cavity at the blunt egg.