This may me due to inexperience of the bird or due to hungry of the parrot, make a special nest that is warm and humid so that the parrot gets attracted, and sits on it for hatching. Make sure your parrot is eating healthy foods.
I found this site and it seems to have a lot of information about Parrots and their eggs. Quite interesting.
Egg Eating and Egg Breaking Problems in Parrots
aviary.upatsix.com/dale/dftp/egg_eating.htm