Sighing Blue-eyed Cockatoo

[JacobBird]

My Blue-eyed Cockatoo usually allows me to pet him often on his head, back and wings. When I pet him, he just stay still and not move. The problem is that he always "sighs" then step away when anyone (including me) approach him unless I bring him food and show it to him (and yet he still sighs sometimes). Is the sighing noise usual? What is he trying to tell me? What should I do with this?