I worked at the Avian Diagnostics Lab at Penn State right after grad school (Animal Diagnostics Lab of PSU), where we worked on a vaccine/cure for Avian Influenza, as well as did mass-diagnostic testing for farmer's flocks, etc. The vets who ran the lab also saw poultry birds, game birds, and parrots on a regular basis. So it was a great experience for me as an animal health professional at the time...
Anyway, "Bird Keeper's Lung" is called a bunch of different names, but the first name was "Bird-Breeder's Lung" for a reason...It's main cause is EXPOSURE TO A MASSIVE AMOUNT OF THE DUST THAT COMES FROM A PROTEIN THAT IS RELEASED FROM THEIR FECES WHEN IT'S DRY! The inclusion of feather-dust isn't actually accurate, as in most-all cases of this happening, there is a massive amount of both dried-feces and dead feathers that the person has been exposed to for long periods of time, every day, for years. It typically effects large-volume Breeders, breeders/farmers of large poultry flocks (such as people who work here in central PA at First Quality, a poultry-chicken supplier for companies like Purdue), and people who work for long periods of time in large, enclosed aviaries...
Rarely does this syndrome effect people who own pet birds, even people who own many, many pet birds, as they are not typically exposed to large amounts of dust from their bird's dried feces, as most owners clean their bird's cages out. I'm going to go-out on a limb here and say that there are very few, if any, registered/recorded cases of Bird-Keeper's Lung from a person who owns pet birds (no matter the species) and where it's a result of the feather-dust from the birds. In fact, I'd bet my life that there aren't any registered cases of private, pet bird-owners developing it solely from feather-dust...The only cases I'm aware of of pet-parrot owners developing Bird-Keeper's Lung come from "hoarding situations" where there were massive amounts of dried droppings all over the person's home, like they've had the birds freely flying around their home's for years and never once cleaned up the amassing piles of dried poop everywhere.
So no, having your cockatiel's cage in your bedroom is not going to cause you any health issues as long as you clean the cage at least once a week, and clean your room as well.