I think they can be a bit stunned and confused after a full cage clean. I tend to do partial cage cleans - ie not clean everything at the same time
So there's something that still smells familiar. So I'll do the substrate but not clean anything else. And add a bit of the old substrate back if you have to change most of it and put it on top so it smells familiar. Then another week I'll do the wheel. And another week any toys that need cleaning (toys aren't too bad usually). And unless his nest is pee'd in I leave it alone.