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Note: I have invented this puzzle myself as far as I know. I'm certainly not aware of having read it anywhere else. I have no idea whether it will be hard or easy.

A man is imprisoned in a strong steel cage with a steel floor. The cage is open at the top but the vertical bars are greased and cunningly designed and no matter how hard he tries he will never be able to escape that way. He has no access to tools nor anything he can make tools from. Every day he has access to adequate food, water, bedding and toilet facilities but none of these can be used to break out of his prison.

Outside the cell is another similar cell that encloses it. It has no facilities.
Outside that is a yet larger cell enclosing that one. It has no facilities.
This goes on like Russian dolls for some time.

The man can see the outside world through all the bars. He knows that if he can escape from the cages he will be released.

One day the guard throws him a key-ring with keys to all the doors of all the cages and departs. The man desperately wants to escape.

Instead he stays in the inner cage for a long time before leaving. Later he ventures into the next cage but soon returns to the inner cage and stays there for a long time. Then he ventures to the next cage but returns once more to the inner cage. He repeats this as many times as there are cages.

Finally he walks free and never returns to the cages again. On the way out he takes out his wallet and pays the guard a substantial amount of money. He is safe and free for the rest of his life.

What is going on?

Note - The cages are plainly built with unclimbable bars and are roughly cube-shaped. If the cages weren't there, the man could easily walk to where the guard is in 15 minutes or less.

This looks like

He's in a zoo of some kind. There are some kind of predators in every next cage, which would be happy to meet him (but the feeling is not mutual). They are distracted periodically (for example, for feeding) but will rush back to him while he's fiddling with the next lock. So he has to open one door, wait for the animals to get distracted, open the next door, rush back to take shelter in his original cage, wait, repeat.

This feels a bit underconstrained, but one possible solution is:

The locks are on a timer, only opening several hours after the key is used (or only at a certain time of day/week). The reason the man returns to the center cage every time is that the outer cages have no facilities and thus the central cage is the most comfortable place to wait while waiting for the the next lock to be openable.

Perhaps

There are guards who patrol the area in shifts, and the prisoner does not want to risk being caught, so he only tries to unlock one cage in between shift rotations.