This is funny. I've tried to make pigeons come into my terrace to feed them and allow them to nest with no success at all. Yet other people struggle to keep them out of their balconies :D
I once found pigeon nest behind my window with 3 eggs in it. I didn't have the heart to destroy the nest. Little did I know about what filth I will have to clean up once they take off. Also, they left behind some very tiny beetles that I battled with for few weeks to come. They were so tiny they managed to squeeze in through the window's sealing. This year I found an egg again. I threw it away.
(that's how I learned about the magpie situation, was away long enough to have an entire laying-hatching sequence after leaving when freshly sterilized, I suspect they gave up early, magpie discovered and took the abandoned eggs, remembered the spot and came back to the chicks after the next breeding attempt - pure speculation but the schedule would just fit my absence)