Historically, egg-bound reptile embryos were thought to passively thermoconform to the nest environment. However, recent observations of thermal taxis by embryos of multiple reptile species have led to the widely discussed hypothesis that embryos behaviorally thermoregulate. Because temperature affects development, such thermoregulation could allow embryos to control their fate far more than historically assumed. We assessed the opportunity for embryos to behaviorally thermoregulate in nature by examining thermal gradients within natural nests and eggs of the common snapping turtle (Chelydra serpentina; which displays embryonic thermal taxis) and by simulating thermal gradients within nests across a range of nest depths, egg sizes, and soil types. We observed little spatial thermal variation within nests, and thermal gradients were poorly transferred to eggs. Furthermore, thermal gradients sufficiently large and constant for behavioral thermoregulation were not predicted to occur in our simulations. Gradients of biologically relevant magnitude have limited global occurrence and reverse direction twice daily when they do exist, which is substantially faster than embryos can shift position within the egg. Our results imply that reptile embryos will rarely, if ever, have the opportunity to behaviorally thermoregulate by moving within the egg. We suggest that embryonic thermal taxis instead represents a play behavior, which may be adaptive or selectively neutral, and results from the mechanisms for behavioral thermoregulation in free-living stages coming online prior to hatching.