"Eierlegende Wollmilchsau" doesn't really have the positive connotation of an "unachievable ideal", but instead that it is a dumb idea in the first place trying to cram too many features into a product.
It is very typical for example to read: "Die Eierlegende Wollmilchsau!" as the title line of a clearly positive review of some sort of technological product sold online. I have never once seen it used in a negative way in such a review, even though it certainly has the aforementioned "wet dream" aspect to it.
Maybe it is understood differently depending on the part of germany you're from.
It also has a question mark with a train station on it, since "I just understand only train station" means "I have no clue what you're talking about".