Don't take him back, two weeks is a very short time and you cannot make a judgement on his personality in that short of a time, some birds take longer to become comfortable in their new surroundings, you have to be more patient with him. I would not play the budgie sounds for him, in hearing that he is getting excited that there are other birds around for him to socialize with when in fact there are no birds there. You need to quietly talk to him throughout the day and do not do any actions that would frighten him, such as trying to pet him or hold him, you have to gain his trust before you can expect him to be comfortable with you. Every bird is an individual and it is not realistic to expect that any bird will be exactly like any other. He looks very young, less than 3 months.