I don't think the moral of the story is to not give almonds in the shell. I think Anna is saying the problem is seen by her vet as the macaw having a tendency to eat nonfood items at present as a behavioral problem. Another moral from the story is to keep aware of just what your bird is doing with the shells left after they eat the nut.
I am not going to stop giving in shell almonds. I am just going to make sure I remove the empty shells after the bird is done eating, that is all.
This is how those "a bird parront should NEVER...." saying get started; overreacting to a potential problem instead of taking the information on advisement.
Congrats on your new egg, Anna!