In my experience Pharnok it is totally normal. I love the fact that hamsters really know exactly what they want.
and it doesn't matter what you think he would be happier in - he knows where he is happiest
Some love houses, some don't, others change their mind every day almost (so keep a house in in case the weather gets cooler and he decides he does want one after all)
As long as he has somewhere comfy to sleep he will be fine.
That edible house, we have had some of those too, but none of our hamsters have used them as homes even though I thought they were a great idea. They do enjoy destroying them though, pulling all of the straw from the roof, but mine never seemed to get the idea of the edible walls.
If you want you could always keep trying cheaper other options, tissue boxes etc. (one of mine uses the square box that a little grass house came in - but ignores the grass house
)