I would ignore his behaviour when he is in the cage,it's a bit like a child trying to get your attention.He is lucky that he spends a great amount of his time outside his cage & maybe he is protesting that he has been put in is cage.If he fusses enough ,he gets to come out ! Make sure he has plenty of toys etc.. leave a Tv or radio on for him.Perhaps start a daily routine where he goes in his cage for little 10 minute intervals at a time,leave him & only approach when he is quiet & settled, tell him he is a good boy etc.. & get him out,each day you could leave him slightly longer, so he builds up the confidence to stay in his cage,good luck.