History of Bird Day
Back in 1894, Charles Almanzo Babcock, the superintendent of schools in Oil City, Pennsylvania, declared the first holiday in the United States to celebrate birds. Babcock wanted to advance bird conservation as a moral value and it seems that his holiday caught on. Babcock's Bird Day is actually what is now known as International Migratory Bird Day, though it isn't actually related to Bird Day in terms of history. Bird Day marked the end of the annual Christmas Bird Count in the mid-21st century.
However, it does seem that Bird Day is at least dedicated in part to raising awareness about birds held in captivity. Presumably that includes your Aunt Marjorie's parrot, the penguins in the Columbus Zoo, and that turkey that made the ultimate sacrifice to grace your family's dinner table back in November. After all, a holiday that marks the end of three weeks of focusing on wild birds that occurs during the Christmas Bird Count would appropriately focus some attention on captive birds. There's also a website at Bird Day, if you want to learn more about the folks actually promoting the holiday.