I think it's mostly for convenience, to make them look purty, and to make sure they fit into the egg box. I usually just leave them the way they were laid and have yet to have a problem. As long as the pile isn't touching to lid of the egg box. If there are eggs that were laid at a bit of a slant, I do tend to bury them a little bit in the incubation medium to keep them at about the same angle.

Don't know much about rolling them, other than it should try to be avoided...