Your baby budgie likely lays down and grips onto the cage at night as a natural behavior related to sleep and security. Budgies often seek a safe, comfortable spot to rest, and gripping onto the cage can provide them with a sense of stability. Additionally, they may be mimicking the behavior of wild budgies, which often perch tightly to avoid predators while they sleep. If your budgie seems relaxed and is not showing signs of distress, this behavior is typically normal.
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