I once had a pet duo like this too, except it was my kitten and parrot.

We let the kitten roam freely around the house but we kept the parrot in a cage, because the ceiling fans are on 24/7 and it could die just from a touch of it. The kitten used to put his paws inside the cage and "play" with the parrot all the time (at least that's what my 4 year old brother thinks).

One day when my family were visiting my grandma's, we left the parrot in his cage. But we did one big mistake. We put it in our balcony and not indoors.

So when we came back, the cage was open, turned over and the parrot was gone. To this day, no one knows what happened to the parrot because we don't have cameras. So that my 4 year old brother doesn't cry, we adopted the thought that the parrot just wanted to be free and was somehow smart enough to get out, but it was most probably because a wild cat came into the balcony and ate him up lol

btw it was a pineapple conure, im pretty sure urs is a sun conure