they just feel more secure in there. it is like their nest. i had a beautiful ring neck Alexandrian ,he loved to talk,sing and play with all kinds of toys in his cage. i got him when he was just a couple months old.he never came out of the cage at first.then i decided to start taking him out,out side,in the car, in the backyard..everywhere.well,he sure did like this...but then he hated being in his cage! after having him for over 8 years i had to give him(Monty) away to a friend because he would pull his feathers out if i put him in his cage, and i could not leave him out for his own safety because i have dogs. he got the feeling of freedom and never wanted to go back. unless you are going to keep them out,which can be dirty and dangerous,i would not do it at all. they wont miss it (freedom) if they do not get used to it. also, i had a love bird who i always let out, he went under a couch cushion,i did not realize this and a guest sat right on him...and killed him! awful! so it can be dangerous letting them out.