Hello, and welcome to the Parrot Forums family!
Was this baby galah shipped to you? If so, he may have been sedated for the flight.
Another possibility is that the transition was overwhelming for him and his hyper-alert state eventually exhausted him.
All that said, however, it could indeed be a sign of sickness. Even if he were showing no symptoms whatsoever, taking him in to be seen by a certified avian vet would be a prudent initial move to make. If there is something wrong, an avian vet could catch it early and provide a diagnosis. But if it turns out he is just fine, a veterinary visit could establish a very important baseline for your parrot when healthy. This info could prove vital in the future.
Is your baby weaned, yet? Or is he still on hand feedings?