Here's my opinion, and others (who are better trainers than me) may differ -- even the best behaved birds, who have excellent relationships with their human will occasionally refuse to do what you want (i.e. training doesn't make them a compliant robot). I believe it's healthy to allow them to make their own choices, so perhaps this is a result of allowing freewill.
So, how does this manifest with Marvin? We've been together 5 years, she has absolutely no fear of me, comes when called during the day, and flies to me of her own volition just to hang out. That said, our bedtime ritual isn't exactly textbook. When I wind down my day by playing video games, Marvin settles herself on a rope perch by the window. When it's finally time for everyone to go to bed, Marvin rarely steps up. She will gently nip to tell me she doesn't want to, and I'll leave her and do a few more things to keep getting ready for bed. When it's all done, I'll head back to Marvin to try again, and sometimes she will then step up, but usually I gently wrap my hand around her, and pick her up (i.e I use force). She knows the routine, so she rides my finger to her sleep cage without any fuss. This paragraph also applies to Jericho.
Oscar settles himself into the location he spends the night, so it's not an issue with him.
Perhaps I could avoid what I described by putting them to bed earlier, but they appear to enjoy the wind down time before bed. It hasn't negatively impacted our relationship, so our routine remains.
There's a ramble for you.
TL;DR - don't be too hard on yourself and KiKi for what you described.
