I've had Avery for a year now, and there are times she simply does not want to come out of her cage. And I'm okay with that. I let her make the decision - she can either sit in her cage, play with her toys and enjoy herself, or she can come out and enjoy herself with me. Sometimes she hops right on, which is great! I can immediately tell when she wants to come out. Other times she just half grips my finger with one foot, kinda looks at me all happy that she gets to hold onto it, but couldn't care less about being outside of her cage.
Of course, her door is always open, but generally she doesn't come out on her own. She'll go back in on her own volition, yet for some odd reason when she's in her cage she won't really come out unless I ask her to... this is likely due to some boundary training I did with her when she first came home. Essentially, she wasn't allowed in or out of her cage unless I allowed her, because she was far too difficult to get back in. Once she realized that being in the cage was good and not a punishment, she seems to realize it's her space and enjoys it. She seems happy to just watch me most of the time. I get her out as much as possible, but she's kind of a perch potato

. Apparently she's flown out "searching" for me if I leave the room or if I'm not home and my boyfriend is, but I never get to see this adorable behaviour, haha!
But Monica is definitely right - training your bird to step up in all scenarios is really important. You never want to force your bird, but you want your bird to have the desire to step up for you because it results in reward, whether that be a treat, time with you, time in/out of the cage, etc. Target training is huge for this, or at least it was for me. I don't know where I'd be without my silly little chopstick! And my clicker. It helps so much!