What should I do about a stray egg in a bluebird nest?

last month

I am hoping you can help me. We have bluebirds that nest in our paperbox every year. We love to watch them. This year, something unusual has occurred. There are 4 eggs in the nest, but one of them looks significantly different than the others. I feel like it is a sparrow egg, but I find it strange that all 4 eggs would be in the nest together. The bluebirds are still coming and going as if nothing is wrong. Is this normal? Should we remove the sparrow egg? Or should we just let it go as is?
Thank you in advance for your assistance.

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