Well, I've been putting eggs in my shakes for years, and I haven't gotten sick once! *knock on wood*

If you decide to go without the egg, you might try adding a bit of water instead, to help the blender do its thing.

Just did a search on what the actual risks are and found this:

In most eggs, the salmonella bacteria exist only on the shell. Eggs should be scalded in boiling water for five seconds before use.