What's the egg for in this no-bake fridge cake and can I leave it out?
The egg (the egg yolk actually) acts as an emulsifier which allows you to get a smooth blend of the margarine and the milk. Without it, the margarine would float on top during the cooling period. (The proteins in the egg might also help in trapping some air bubbles.)

More technical, what's actually acting as the emulsifier is the lecithin in the egg yolk. But I have no idea if it's possible to replace the egg with e.g. soy lecithin (and perhaps some extra milk and margarine)