Why a hen egg is considered as a cell?

Because when the egg comes out of the hen, there are cells in the egg that can become and form a living organism.

It is true that there is only one cell in an unfertilized egg. 
However, there is some confusion (mainly due to contradictory definitions) as to whether the entire chicken egg can be considered a single cell. 

The actual DNA (and organelles, etc) are all confined to a small spot that is attached to the yolk- this is where fertilization happens, and what eventually develops into an embryo, so you might call this the "egg." 

The rest of the egg only serves to feed or protect the embryo after fertilization. However, in some animals the yolk is incorporated into the cytoplasm of the ovum, and so the entire yolk could be considered the "egg". 

Regardless, it is true that there is only one set of haploid chromosomes, and therefore only one cell, contained in a hen egg. The rest is protein, lipids, and calcium carbonate.