I may get downvoted or corrected for this. That is okay, if I am incorrect I hope someone with more experience in birds (esp. parrotlets) can set me straight. That said:

The way I was taught to tame my parrotlet was to be friendly/quiet/gentle but at the same time to coax the bird out of its comfort zone a little at a time. I don't think you are doing anything wrong. Your bird has just reached a comfortable level of interaction with you from its cage.

If that is the relationship you want, that is fine. Your parrotlet will be perfectly content to continue this way.

If you want a more hands on bird then you may have to break down a few barriers (gently). For the next week or so, try with an under handed open palm to get her to step onto your hand, when she does, praise her and give her millet. Start with that.

After about a week you should see her get a bit more comfortable. If she gets a little flighty, thats okay. They do that. I don't like the word "Force", but maybe the first day "coax" her to stand on your hand a few times and increase the exposure every day. Give her lots of praise and whatever treats she likes. Its like giving your bird exposure therapy. Thats really the best analogy I can think of.

The way I see it. Given the choice. She will never step out of her comfort zone...similar to most humans.

I don't know if I am of any help as I am an amateur. But this method worked for me twice already.