Yeah, it's very common on menus in the U.S. because we're a bunch of litigious assholes and weird legal disclaimers disclaimers are sprinkled around our country like magic spells to ward off the lawyers representing narcissists.
I have no idea if that little warning has ever actually been tested in court in a food-borne illness case to see if it works, though. Businesses can't always just waive customer safety liabilities away with finely-printed incantations.
Also, it doesn't make sense to have the asterisk on stuff like the biscuits and gravy, only items where the customer picks the "doneness" like eggs or steak. WTF wouldn't be fully cooked in biscuits and gravy? And if they're going to do this stupid shit, it should also be on the "country ham breakfast" that comes with "two eggs any style," since it's on all the other egg items.