If in a muddy run the feathers can carry mud further then a clean legger. This may lead to muddy eggs. If you have a dry area with shavings that they have to walk through to get to the nests then that will take care of most of the mud.
My cochins are more likely to tract mud then the faverolles. My bantam faverolles are freeranging so they wear their feet feathers out, so they don't have alot left.
Matt