It sounds like he loves being out of his cage. But, there are just times where he must go back in because you have things to do. Just make sure that he has some time each day for a nice stretch of time out...in a safe room, a playpen, a box, your bed or the tub, where he can be out for at least an hour. he should have some toys, food and water in with him while he plays. Put some tubes and a wheel in there so he'll have lots to do to burn off energy. All of this still won't stop him from begging to come out when it's time for him to go back, but it should make him calm down sooner and start focusing on his cage and, most likely, going to sleep. I would still play with him for a short time in the mornings. Once you leave, he'll do his own thing again.
