I’m just hoping he becomes affectionate as some people say. Hes not horrible though and hes very quiet most times. Anyone experience this?
Sounds as though he is training you up well, letting you know his likes, dislikes, preferences etc... Your description of Pico sounds similar to our BFA. He is very playful with his toys, likes attention, communicates his desires and is friendly from afar but he's not big on cuddling, petting etc... Trying to scratch his head or neck could potentially result in amputation (i.e. he doesn't like it and we respect that). He likes to be AROUND us, not on us and prefers to spend much of his time in his area (he is free roaming). He seeks out attention by dancing, acting crazy with his toys etc... and likes verbal praise for it (if Pico is doing something funny, let him know!).
Parrots are wild animals, even ones born in captivity. They feel no compulsion to do as we say or loyalty to humans like domesticated pets. Though we may have a vision of how our birds "should be", it is important to accept a parrot for who it is as an individual. They are as diverse as humans when it comes to personality types. Amazons are not known for being particularly cuddly birds in general, even though some individuals are. Pico sounds more in the "typical" behavioral range of an amazon. A bold, increasingly confident independent individual. That said, in time he will likely become more bonded to your family and actively seek to be involved and included in family life. Include him in whatever activities you can. A portable perch helps so you can have him with you all over the house. Having game night? Have him on his perch near you and offer him some little toys that resemble game pieces so he feels included. Let him sit on the shower door while you shower and get ready in the mornings. Things like that. Anything safe to include him in he should be included in! Just because he may not be a lap pet doesn't mean he can't be a good companion nor that he doesn't want to be included. A travel cage or harness training will help him get out and about, which will not only be mentally stimulating but further increase his bond to your family.