Yes, it's good for them, but done in the way which you describe, it's a great way to introduce them to eating the eggs on their own. Egg eating is much less common in ducks than it is in landfowl, but it does happen.

I don't know why they like it, but then I don't know why they like slugs and worms either. They just do.

My ducks like to eat the shells of eggs that break, too. They won't eat unbroken eggs, so I put those out for the ravens. It's great fun to watch them fly off with the eggs in their mouths. Last year we got geese, and for a while they couldn't figure out how to get away with such large eggs, but they eventually managed!
I think the ducks probably eat the shells out of instinct. A broken egg won't hatch, and there's no point in wasting the calcium.