Traditionally Pysanky eggs were undrained, the yolks and whites not blown out.
When pysanky are made with raw eggs, use care so they will eventually dry up inside,  allowing them to last a long time. But be sure to:
1.     Always start with fresh eggs that have no thin spots, hairline cracks or flaws, which might later crack.  An egg is sterile inside when the shell is intact. Only when bacteria enters through a crack, will the egg start to rot and smell. The moisture from the inside of the egg however, can escape through the porous shell as long as it is treated properly.  
2.     The gases that build up inside pass naturally through the permeable egg shell.
3.     When eggs are still liquid inside after decorating, store and display them properly and carefully to avoid accidentally cracking or “explosions” of the inside contents.  Eggs should not be allowed to hit each other if displayed in a container,  as this might cause tiny cracks which
may allow spoilage.
 4.     Undrained pysanky should never be placed or stored where they may get too hot, as in sunlight or too cold where they might freeze, both of which can cause expansion and cracking or exploding.
 5.     Un-drained  Pysanky should always be stored where there is adequate air circulation. Air is needed for the insides to dry out. DO NOT store eggs in styrofoam egg cartons (cardboard ones breathe), or in closed places such as decorative glass jars or containers, which are sealed, covered or in a tightly closed china cabinet. These places can store up heat and cause your eggs to expand, crack or explode.

6.  Undrained eggs should be rotated to allow for more even drying out. This  picture shows
Lemko style pysanky I wrote almost a
year ago...all undrained eggs. The metal stand, reminds me to rotate the eggs once a month (or whenever I think about it). You can see they are all presently standing on their ‘heads” (except for the bird motif egg). 
7.  IMPORTANT: I only apply one coat of
varnish to undrained eggs!  allowing the permeable shell to breathe through the thin coat.  Some Ukrainian pysankars rub a coat of vasaline instead of applying varnish!
8.  Even when the eggs appear to have dried out completely, continue to store pysanky in a well ventilated, cool (not cold), dry space.
Moisture may seep back through the pores of the eggs and sunlight could fade colors-both which can ruin your pysanky.

Why I Like to Work on Raw Eggs 
They Sink in the Dye Better! 
I only work on raw eggs.  As you can see in the photo, the egg sinks to the bottom of the dye.  I do not have to hold the egg down in the dye.  So I get a strong even color, with no marks left on the egg.  Some artists hold the egg down the(floating) blown egg with an inverted shot glass or other methods.  This can  distress the wax, smudging it or even removing  XX Fine lines.  It can leave you distressed, lol!

I generally apply one coat of varnish, let it cure for 24 hours, and then drain the egg.  I apply a second coat or more. 
I have been experimenting with leaving the egg un-blown for smaller eggs, like chicken and turkey.  But have not done so with goose eggs.  Please see my blog on Un-Blown eggs.