Basically, b/c he can.
Maybe b/c he is bored.
Mostly b/c they are messy.
Possibly b/c he has done it and you have made a big deal about it and bird love drama.
Is this an ongoing behavior or a brand new bevavior?
As bird owners we must be very careful how we respond the very first time to something a bird does, b/c birds tend to LOVE drama and noise. For instance a bird can quickly learn to nip simply because the first time he does he catches the owner off guard and the owner pulls away and says Ow! and Wow! and what did you do that for? and makes a huge scene and talks to the bird in a loud dramatice voice, while waving his or her hurt finger around etc.
So the bird says hmmmm that was funny to see mommy do that dance. I wonder if I can make her do that again. and sure enough another nip and a repeat performnce. Pretty soon it is a habit.
Same as if Bird screams and owner comes and talks to bird and tells bird to be quiet, then leaves. Bird misses owner, bird screams, owner comes, tells bird to be quiet, pets bird and leaves to another room again. Bird gets lonely and....you get the picture...except the owner grows soon tired of this routine.
So now maybe you can tell us why Rocky throws his food on the floor.