In my opinion the three of your budgies are female.they are preening the male budgie because of mating, the female want to mate with him .give them some time he will bond with one of them..

Hope this helps

I have 4 parakeets 2 that I had for 1 year and 2 that I have had for 3 weeks recently the one I had for 1 year (male) has been getting attention from all of the other parakeets they are all surrounding him all are cuddling with him I am very conffused of what going on he is constantly preening himself and all of the other parakeets are preening him also