Probably are (tugging at nesting material), but it does give them something to do. Anything that keeps the animal occupied and isn't harming them is just another form of enrichment....
My gouldians don't seem to "play", although they do investigate small toys, but the little cordon blue rescue seems to purposefully jump onto the swing and off again to make it jingle. Over and over

. (If the swing is occupied, she just goes for the wire basket, which also has a tiny bell on it).
I am also proud of her for teaching my gouldians to bathe. They never did before, but she did from day one. As soon as she was out of quarantine and into their cage, they all gradually started doing it.