No. It is just that you can't knock someone down with a feather.

The phrase uses "feather" to exaggerate how shocked and fragile the person is. The meaning is that the person is SO surprised, that even something as light as a feather could knock them down!

I don't think there is any particular significance in the use of the word 'feather' in this idiom. It is simply a very well known, light object, which fits the image. There are no doubt many other light objects which would have been equally suitable to carry the meaning of this expression. (e.g. leaf, twig, straw...)