Did you run into them before going up the Mysidian Tower? Because afterwards the whole random encounters on the world map change.

Here's what you have to do:

(SPOILER)Go to the left upper room in Fynn castle, third floor or so. Go up to the large mirror and select to use the Pendant. You could do this before and see just an egg appear. It will hatch this time. You can use the dragon to enter the cyclone.