Once upon a time this was a method to expand on the story or add more to the game world, content people were craving. They came in packs, not those small pesky downloadable ones, but packages comparable in size to the original game. It's been so long, I can hardly remember what they were called...
It's underground, how would a bird with a bagel get in there?
I heard it was an inside job, the bagel was already there at the facility! Then it was a piece of cake, or a whole bagel for a ferret that ran off with it into the particle collider - Where it got fried!
Maybe it got collided into a ferretbagelmonster in another timeline/parallel universe?
Congrats, you've gotten another new housemate!