Steps to Reproduce:
1 Spawn pillagers until you get one with the banner
2 Control pick block that pillager
3 Use the spawn egg
Expected Result:
The spawn egg produces a pillager captain
Observed Result:
The spawn egg produces a regular pillager, with the same spawn egg.
Linked issues
Comments

Thank you for your report!
We're tracking this issue in MC-48742, so this ticket is being resolved and linked as a duplicate.
That ticket has already been resolved as working as intended, which means this is not considered a bug and won't be fixed. Please do not leave a comment on the linked ticket.
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To copy an entity's
/summon
NBT data, press F3+I while looking at the entity.