Can you please tell me why everyone always says women are born with all of their eggs?

Because it's true: Men constantly manufacture sperm from stem cells and the supply is relatively unlimited. But a woman is born with all the eggs she will ever have (thousands) and these go through a series of changes and mature, by the teens, many of the original eggs are gone and a finite number remains. Some are healthier than others. All are subject to the daily exposure to toxic events that could cause problems.