My guess is that the feather was used to make sure that she would be able to endure the tickling throughout the entire thing. With the way she kept cracking a smile and twitching during the feather tickling there's no way she would have made it throughout that whole segment without busting out laughing if he had used his fingers.
At this link, I found a video where a woman presenter read a text in the front of the camera while a serviceman tickles her sole feet. It is amazing.
www. dailymotion.com/video/x2iao7x_presentation-originale_fun
(delete the space after www.)
It is a new video for me!