Watching how a bird flys (I live with one in the house), I see that he has great control over the aerodynamic surfaces and reconfigues constantly, as part of flapping, steering, complex intair maneuvering, and choice of speed.
Any rigid covering would seriously spoil that.
Look at the tail alone: it can fan open or closed, and bend downward and move left to right and twist down-left or down-right.
Any covering would have serious problems.
Only thing I can think of is a per feather coating or re-enforcement! Recall the earlier posting on battle. Feathers can be fouled or disrupted very easily.
So what if, after a perfect grooming, he coated individual feathers with resin to prevent them from coming unzipped so easily or being cut or allowing blades to pass through them so easily? They could also apply thin foil of some kind at the same time.
That is, as an evolution of repairing cut and damaged feathers, they reenforce “armor” individual feathers or portions of the feather. This makes it harder to fold up when resting as it’s bulkier, but mostly doesn’t interfere with the full motion needed.
Also, you know how clipping wings huts flight? And they learn to repair flight feathers? Well, why not extend the flight feathers? They can adapt themselves to bear more weight or have razor edges or whatever.