Interesting, I've not seen that before. When Alfie droops his wings he does both at the same time- and it's usually when he's feeling particularly amorous and is going to regurgitate. I've never seen him drop one wing at a time like that.
Does she always do it when she's on one foot? Or does she do it at other times too? Is it only on a specific perch/place? I'm wondering if greytness is right and it's a way of balancing herself.
Does she make any noise when she holds her wing like that? Or does her breathing change/become more noticeable?