He probably wants to spend time with you for comfort. Usually that's a bad sign if they aren't taking food, in my experience that means they are so sick they have accepted that they won't get better. How long has he been on Baytril and have you noticed any improvement? If not, you may need to get a different kind of medicine, possibly a Clavamox and Doxycycline combo. That usually helps with my rats with their respiratory infections. Your best bet if he hasn't been improving is to take him back to the vet to get him reassesed.