She could have a high parasite load. When they sit on nests they can pick up large numbers of mites. Another possible cause is also related to the nesting season...sitting on eggs can wear off some of the feathers on the breast, giving the birds a less than plush appearance. If she's still eating, moving around, and the pair are still together, that's a good sign. If she's just sitting in one spot with her feathers sort of fluffed out, that's not a good sign. Hopefully she'll do fine, and once she molts her feathers and gets the new set in she'll be good as new.