It is not necessary for budgies to bathe. It usually depends on their individual tastes. Some budgies love taking baths and will take one every day. Others hate it and will never take a bath. It is okay for them to not bathe in water because they can clean themselves when they preen. They use oil from their gland at the base of the tail and will glide their beak over each feather to keep them clean and neat. Never force a budgie to take a bath. If you would like to encourage bathing, put a shallow dish of water in the cage, or you can buy one of the parakeet bird baths at a pet store. You can also try buying a spray bottle (or use one that has never had cleaners or chemicals in it) and try misting your budgie a little. See if he likes it. If he wants to bathe, he will open his wings and stand in the mist. If he doesn’t, he will keep his feathers tight and try to get away. If he doesn’t seem to like it, don’t keep misting him. Maybe try again in a couple days. If he never seems to like it when you try to mist him with a spray bottle, maybe try a spray once a week and see if he likes it. He may eventually come around and discover he enjoys it. Remember, it’s up to your budgie if he wants to bathe, but you can provide encouragement if he doesn’t seem too excited about it. If you put a shallow dish of water in the cage, try putting a treat near it (like a strawberry, spray millet, or other favorite) so when your budgie comes to explore, he may discover he likes the water. If he never seems to like it when you try to mist him with a spray bottle, maybe try a spray once a week and see if he likes it. He may eventually come around and discover he enjoys it.
The important thing is not to force him. Forcing a budgie to get wet repeatedly could cause him to become less friendly and could also cause behavioral problems.