Why are my birds not coming out of there cage?

i have to budgies male and female they have a breading box but they just use it to go in to hide hen the box was not there i could put my hand in and take them out but now when i put my hand in. the female goes in the box and the male stands by the entrance and he might go in to. i can have them on my finger in the cage but when i go to bring them out they jump back into the cage. i cant get them out, they act fine in the cage they kiss and clean each other and jump about being very loud and playing with there toys. is this ok