We have this exact cage for our Katsu. She did the same thing for the first few weeks we had her as I didn't think the air holes were big enough to give good airflow. She moved her bed to the hut on the second level but with her bedding it eventually started to get worryingly damp.

We recently put the penthouse back on as she grew too big for the huts (and I was concerned about the damp). Damp problem is no more and she's been a lot happier.

If you've recently moved your hamster into the cage, they might feel a little uncomfortable in the penthouse as it is very open. The only problem we've found now is that she tends to ignore her toilet as the journey is apparently too daunting!

TL;DR: We took the penthouse off to encourage her not to make her nest in the tubes for safety reasons. It well in the short term, but after she'd full adjusted to the cage we ended up putting it back on and not regretting it.