Recently I've been leaving the cage door open when I'm in the room, with a playgym and some millet next to the cage, to try and encourage my budgies to leave the cage and explore. They are happy to check out the open cage doors, and frequently jump out. However, then they act extremely spooked once they're out of the cage. They sound their high-pitched "distress" chirp and look for any way to get back. One even appears to be so spooked that he hyperventilates. I am able to get them back in the cage using a perch or sometimes offering them my hand to lift them back up.
Any suggestions on a better way to do this, or why they are so spooked when they (voluntarily) leave the cage?
You are doing just fine. They need to come out on thier own. Set it up so they can get back inb easily on their own. Mine just started coming out on their own too. Only 2 of the 6 I have are ready for this. Patience. LOL
That's very true. They need to come out on their own. There's no rushing a budgie.
Usually when they fly out they get nervous and panic sometimes. It's all new and scary for them. But once they get the lay of the land and get to know where everything is you might have a hard time getting them back in the cage.
Their cage is always their safe place. So when they get scared they just want to head back home.
I had to help mine back in a few times before they were used to it. It's been a week now and they come in and out when they feel like it, but they don't stay out for long. Still getting used to it I suppose. I built them a gym a couple of days ago and I'm hoping they will start using it soon.