Why does my Cockatiel do this?

i got him about 3 weeks ago and he's been tame (i think) since a week ago. Hes a male at 3 months of age. every morning when i go to school, hes really eager to come on my finger and play with me and stuff but when i put him back in the cage, because i have to go, he gets sad. And later when i come back home from school he wont come to me anymore. Why does he do this? This happens everyday and its not a one time thing. 10 ptz please help me and tell me how I can stop this