I think this is quite normal with robos - they burrow under the substrate. He probably does have a nest down there - eventually I found a cosy burrow lined with the torn up toilet paper strips I put out. So put toilet paper strips out
They are so tiny it is hard to see if they have pouched anything. Our robo ignored all houses until I got him a labyrinth house with rooms and it was dark inside - mimics a burrow - and he moved into that. However he kept two nests - one in there and his original one near the wheel underground. I called it his emergency nest! If I did anything in his house - ie spot cleaned he would move out and into the other nest. If I spot cleaned near the wheel he would move out and back into the labyrinth house