Yes, I do believe you are correct. She was doing what comes naturally. Those birds move fast, and I think it was a game to her. LIke trying to catch a toy... It is fun to them .
I have two cocketiels. My sone had let one out the other day and the bird took off flying all over the family room. The bird landed on the carpet, and my 10 month old Suzi was just about ready to grab her! Mouth opened and everything! My sone grabbed the bird just in time !
I have had these birds for several years. Don't feel too badly about what happened , they are just doing what all dogs would have done if given the chance.