These stinkers like to play and I think that is part of it. My Toby is all about being picked up. While Zoey on the other hand tends to only let you pick her up when she wants to be picked up. She does the same thing.
They think they are the kings and queens so they do what the like
In your situation it's about him learning to trust and adjusting to his new home. A little time and love and all will be well.