The most direct and relevant answer is as given above: the risk is extremely low with a major name-brand product.
A second point is that if the shell is unbroken, the interior of the egg is virtually certain to be sterile. The outer surface of the cell is where bacteria may be present. If paranoid one could simply wash the outside of the eggs thoroughly with for example Dawn and hot water.
Lastly, a purely intellectually-interesting couple of points.
First, the concept of “species” in bacteria is completely different than in animals.
Animals of the same species have common ancestors within a reasonable time period, and the members of each generation of the species are the product of two other members of the species “mixed together” so to speak. Thus over time largely homogenizing the species (though of course gene variants will exist.)
Two bacteria of the same “species” do not necessarily have a common ancestor at all within any reasonable time period. And the members of each generation are NOT the product of two other members of the species, but rather each generation, one is simply the original bacterium continuing on, and the other is a bud off of that original. So they are not an interbreeding group, unlike animal species.
So how are they the same species then? We classify them that way if they are sufficiently similar genetically and in terms of structure. However they might not be “related” in terms of having a common ancestor at all in any reasonable time frane.
But in general few think about this, and it’s “Ooooo! Salmonella! That’s bad!” “Oooo! E. coli! That’s one of the bad ones!”
However in fact all sorts of bacteria called E. coli are perfecly harmless and in fact normal inhabitants of the human GI tract.
Even Salmonella enteritidis is normally present in the GI tracts of something like 5% of people.
So it’s not a question of whether something is E. coli or salmonella or not, it’s a question of whether it happens to be a pathogenic bacteria or not – happens to have genes makihng them cause disease. Which for most examples of these species is not the case.