Peregrines , birds in general, have a very different immuunsystem than we have. When the eyases are born they've just consumed what's left of the yoke and amnionfluid. That's the first time they really consume it. In the egg, nutrients are extracted from the yolk and transported by the blood. In the leftover yoke are a few antibodies the mother put in the egg in order for the chicks to stay alive in the first days. Because the eyases are born with an incomplete immuunsystem.
Immunity starts its developement after hatching. Most important are the first 6 weeks of their life. Peregrine chicks are not born with a kind of genetic databank of information B-cells can use to produce antibodies. As we have. White bloodcells who produce antibodies are B-lymfocytes. B stands for Bursa. This Bursa is a very unique organ only found in birds. Its situated in the cloaca.
It's a kind of "university" where just created B-lymfocytes migrate to, to learn to create antibodies. In order to do so they have to be brought into contact there with a diversity of pathogens like bacteria, virusses, parasites etc. Besides the pathogens in the food they eat they do this by cloacal drinking. The little eyases are able to suck up nest material with their cloaca to bring to the Bursa where the B-lymfocytes are trained to make antibodies to these specific pathogens. Once been into contact with a pathogen, the B-cells know for the rest of the peregrines live how to make antibodies. Pathogens which haven't been brought into contact with the B-cells in these first 6 weeks will be very sickening in the rest of the peregrines life. Maybe even deadly, like the West Nile virus and the Avian Flu.
So it is very important for the peregrine chicks to get into contact with as many pathogens as possible, because after 6 weeks, it's over. The university closes and that's it. A messy nest provides in a lot of pathogens.