It is purely a maturity thing. He is an immature cockerel, immature compared to the others. He is afraid to roost with them, it is highly likely they are fairly brutal toward him when they are settling down for the night so he is looking for a safer place to sleep. This has nothing to do with whether he is integrated or how well they get along during the day when they have a ton of room. He is afraid to sleep with them, which is totally normal.
If you can keep locking him in there with them at night. He'll eventually get that message. He will probably sleep in the nest until the matures enough to sleep on the roosts with the others. That used to be pretty common with mine when I was integrating juveniles until I built a juvenile roost, higher than the nests, lower than the main roosts, and horizontally separated from the main roosts to give them a safer place to go that was not my nests. Your coop sounds like it is big enough to do something like that. Since he is in the habit of sleeping in that nest you might have to move him to that lower roost after dark a few times to get him used to sleeping there instead of the nest.
