My macaw still steps on his wings, but he does not ruin them.... He never did tear them up actually, but I still found it odd. Though he did it a lot more when he was new to me, and that was when he was not in good feather condition overall. He's been with me for nearly 2 years now and he's totally pristine in feathering, but the wing stepping still happens. Sometimes he gets both wings underneath him and it looks like he is hugging himself!
Other times it will be just one wing, and then he will groom him head and nares with his free foot, grab his tail even, and sort of stretch his body. Birdie yoga? Actually when he does it now, I know that he is receptive to touching and I can pet him.
I am still thinking that it is a self soothing, or a deviated mating behavior, but my guy does not make noises at all when he does this. My guy was alone for many years, with little human interaction, so I figured it was something he did to pass the time out of his boredom.
Maybe in more time your bird will ease up too? When my guy got settled, ate better, took spray baths, etc all of the ratty feathers molted out and he stayed very nicely feathered.
I was unsure as to my macaw's sex initially, but a blood test tells us he is male. And he is estimated to be from 9-12 years of age.
All in all, the wing stepping is a quirk with mine, but it does no harm. If there were screaming involved then I'd be more inclined to try to resolve it. I guess that learning about your macaw's background may indicate why the wing stepping happens too? I would leave the room is screaming occurred, so with time, you may break through to your new bird that quiet time means she is being accompanied and not alone?