Hello and welcome, perhaps as your budgie has been involved with you since early on he is assuming that is his place to be. I have a hand raised budgie who is very people orientated he in fact sleeps on my chest, sits on my shoulder or any where he feels comfortable.
He will interact with my other budgies but always comes back to me I am his flock in his eyes.
In other words he doesn't realize he isn't a human!
Play him some budgie sounds from You Tube, encourage him to play with toys he should be left in his cage alone so he realizes some time he will be alone. You never know when he might need to be placed in his cage for his own good or an emergency.