Another case of attributing human emotion to animals, it just doesn't work that way. The budgies kept in cages have been bred in captivity for countless generations and are just about twice the size of the wild ones. Back in the years when we did have a budgie in a cage, it would happily return to its cage on its own after its daily romp about in the lounge.
Captive birds live more than twice as long as the ones in the wild. They don't as a rule have birds of prey, pet cats and other animals constantly trying to eat them. There are medicines available for easily diagnosed bird ailments. They should have food and drink available all the time.
Of course there are bird that are kept in cruel conditions but that is due to the irresponsible owner, not the fact that the bird is kept in captivity.
It does make me smile when people moan about keeping a bird in a cage while they have no problem tucking into their veal or steak or lamb-chops.