Have you ever taken your cockatiel in for a checkup? Any avian vet is going to recommend you trim his wings. And how often is your bird out of his cage? The only time my birds are in their cages is if we are asleep or not at home. Without their wings clipped, they could be killed flying into a fan, window, toilet or stovetop.
They can fly right out the door when someone enters, as my first cockatiel did. I didn't clip his wings and I regret it, as he probably died in the Vegas heat shortly thereafter. My family has rescued two cockatiels from areas that they flew to after they escaped from houses that didn't believe in wing clipping, luckily for them they found bird loving families. We made every attempt to find their original owners, but as cockatiels can fly for many miles before tiring, we never did.
I remember my cockatiel flew away one day when I was a youngin. I'm not even sure how the cage got opened. He's definetely long gone by now, but given that it's San Diego and the weather wasn't too bad, he may just have been lucky.
My only regret now is that I never got to teach him the wonders of plastic lids.
This video used to have adorable old-timey music set to it, but it has since gone silent. :( It's still very endearing, and is one of those clips I keep going back to to brighten my grey days.