Why does my cockatiel scream when I leave the room?

Cockatiels are native Australian birds that are highly nomadic and will travel wherever food and water is available. Cockatiels are highly social and need companions to survive,

If You have two Cockatiels they less likely to scream when you leave the room, but if you have only one Cocktail and it thinks that you are its companion it will scream when you leave the room tho make sure that you have abandoned it. If you want the bird to stop screaming that make it a habit for you and your bird that once you leave the room don't come back until your bird stops screaming, Reward and praise your bird for good behavior like playing with toys or making pleasant sounds like chirping, talking or whistling. Lower your energy level. This will even make you and your bird happy.