I agree with Husky_mom. You’re just reinforcing the behavior when you return to the room. I’m not sure how you’d go about stopping the screaming, but ignoring it would be the best I think. I know it’s hard, I used to have some very loud birds as well! There are also many professional bird websites (and magazines and books) out there that will tell you all you need to know about stopping your bird from screaming. Good luck with it!