It bothers the heck out of them. Their lifes task is to allow those eggs to hatch. They do protect their nest. But of course not against giants like us.
Personally I think it really effects them over the long term. Sooner or later, they behaviorally give up. But then what would you expect?
The truth is, at this time there is no better choice. But I try not to destroy the whole cage, I try to leave as much as possible intact.
When you dig up eggs the first thing you will notice(if you bother to notice) is the female will check the cage. Then she will get depressed for a few days if the cage is messed up. Its my experience they stay at the nesting area for a month. Not the entire lenght of incubation. Cheers