compatibility is not at all needed for egg donation
But if the parents want to hide their offsprings are from egg donation, it is better to have blood group matching.
For B+ and B- parents, chances of blood groups may be B+, B-, O+, O-.
This difference in blood groups are due to different genotypes for a specific phenotypes. It is a bit scientific.
Now for B+ and O+ parents (as in your case after egg donation), chances of blood groups may be B+, B-,O+, and O-.
So it is same as with your wife.
These differences are little bit complex. But if exact genotypes of blood groups of all three people known.
We could rule out some possible blood groups.
But in regular real life situations, we always do phenotype of blood grouping and hence it is difficult to know the truth of birth.
Conclusion: Yes, there is a possibility of having babies with different blood groups of the parents in case of egg donation, but in your case the blood groups appears to be same