By the time the birds are ready to actually build a nest, they will already be mentally 'locked' into the procreation mode. It will take some time for them to realise that the nest is not going to eventuate, and they'll come into another breeding cycle with their eye on some other suitable nesting place.
The building in a chimney method seems to me to be a bad place to nest as it takes quite some time for the first stick dropped down to 'grip' the sides and stick. Then another etc.
Hormones do funny things to animals.