My best guess would be that he's.. begging to come out.
You're probably going to have to teach him to play with his toys, since he doesn't have an interest in them on his own. First thing is to make sure that he has a wide variety of toys (since not every bird likes the same thing). Paper ones he can shred, wooden ones he can chew on, ones that swing that he can have a fight with, things that jingle (just be careful of bells that have clappers he can pull off or get his tongue stuck in), things that he can try to take apart, foraging toys that he can pull food out of, etc.
Then you can take a toy out while you have him out at the same time and play with it together. Offer it to him and see if you can get him to mess around with it. If he isn't interested, YOU play with it and make that it is really freaking awesome and you love it so he gets jealous and wants to play it.
You can also get some natural fruit juice and try dabbing it on the toy (works especially well with wooden ones, or paper if you don't put too much and then let it dry). Then once he realizes it is tasty he'll go after it
Edit: Wanted to add -- you can also put some "foot toys" down on the floor. These are toys that uh.. don't hang. That he.. picks up in his feet. Sounds really stupid when I type it out
Jingle bells (like the kind that sort of look like wiffle balls that cats chase?), wooden blocks, an empty toilet paper tube he can run through, etc. Maybe he'll play with something if it is down there.
