Absolutely, positively adorable! Especially that last picture! It looks like Beep is saying "Enough already!" 
I would think it's all a part of his personality. I don't know much about Red rumps, so I can't help with their temperament in general. It could be, though, that his house is his "Safe" area, so he doesn't want anyone else messing with it. I would suggest just to allow him to come out on his own terms to avoid stressing him out and possibly damaging his trust in hands. Does he like millet or any sort of treat? Maybe you could open the cage door and offer some to him from the outside so he comes onto your hand on his own.
That way he has something to look forward to when someone tries to take him out of the cage.
I would think it's all a part of his personality. I don't know much about Red rumps, so I can't help with their temperament in general. It could be, though, that his house is his "Safe" area, so he doesn't want anyone else messing with it. I would suggest just to allow him to come out on his own terms to avoid stressing him out and possibly damaging his trust in hands. Does he like millet or any sort of treat? Maybe you could open the cage door and offer some to him from the outside so he comes onto your hand on his own.