Birds scream for several different reasons.
Usually, screaming problems in the home seem to be due to a combination of the greeting, locate and insecure calling behaviors. Each of these can escalate into a screaming episode if not properly identified and channeled or controlled. Parrots tend to locate call when you leave the room or their line of sight. Having a little goodbye ritual may help relieve his stress something like BYE BYE, BE BACK SOON may help him to accept that you are leaving, but that you plan to return. Then, when you do return, be sure to greet Romeo.