It takes time to build up a trusting relationship. They're not like dogs and cats and instantly bond. Also keep in mind it's a baby and it's going to act like one. a puppy wouldn't lay on you for hours unless it was asleep, a hatchling probably wouldn't either. Babies don't have long attention spans, and it's part of their job to explore and learn about the world around them.
so keep at it, but just don't expect long cuddle sessions for a while. My babies were pretty tame from the beginning, but they still wouldn't hang out with me for more than a few minutes.