This is quite common - they do it as its a tight small space and it makes them feel secure. However, nesting in tubes is not really ideal - it can get hot and stuffy and damp if they decided to pee in there, this can lead to health problems.
It is generally recommended that all tubes are removed untill your hamster is tame - it is difficult to tame a hamster that keeps hiding in the tubes where he knows you cant get to him!! So I would say, block the tubes off for a while, and give him chance to establish another nest, this can be an open nest just with lots of bedding or with an open bottomed house or box - which is much better for him than stuffy tubes.
Once he is settled and nice and tame you can re attach the tubes.