Interesting hypothesis! - all of those animals you mentioned in fact do have ears, they just don't have external pinnae. You are probably thinking of these external structures when you are thinking of ears.
Importantly, pinnae are unique to the mammals, and not even all mammals have them. Since most mammals do not lay eggs, that is probably the joint relationship you are recognizing. Monotremes (egg laying mammals) also don't have external pinnae (for example see this book). So, the scientific reason is that both non-egg laying and external pinnae evolved in the mammalian lineage around the same time.
I don't know of any shared benefit for these traits to go hand-in-hand, but you could probably come up with more traits that also largely follow these ones, again because of shared lineage rather than a particular synergy.