Sometimes it can mean they have a protein deficiency. If it happens a lot you may want to give them some high protein treats, like sunflower seeds, mealworms, or a bit of cat food.
I've been picking up the molting feathers in my run, but sometimes I miss one...
This afternoon my girls went crazy after a down feather that I missed... It was like watching them chase a fly. One finally got it and gulp it was gone.
I think they thought it was a fly since they had been chasing them all afternoon.