I buy into the theory of birds leaving the roost (sleep cage) for the day.
Back when I first got Kady, I ordered one of Wayne's Bottlebrush gyms for him. Anyone that's ever dealt with Wayne knows that any purchase comes with a phone consultation. Well when one talker meets another talker over the phone, you get a VERY long conversation.

We were on the phone for hours! I was taking notes and loving every minute of the conversation.
So to basically sum up his advice which I adopted is; It is unnatural for a bird to spend the day where they roost. In the wild the only time they would do this, is when they're nesting. A bird will defend their nest and it's stressful to do this day in and day out. So whether it be a play gym, aviary or play cage they should be somewhere other than where they roost for the day.
So mine leave the roost in the morning and don't go back until it's bedtime.