If he only has a wheel to keep him occupied then he could be focusing on that as an obsessive. Lone mice need stimulation or they can begin to self mutilate their fur by scratching too and showing obsessive compulsion to do certain things. If he has a good diet and drinks well and is just active, then I would`nt worry too much, but I would try and give him other things to explore like a cardboard egg box with holes cut out of each side and snip off one of the turrets. He will love that!
A sleeping box with safe bedding (shredding up some plain toilet paper is fine) on the ground floor under his shelf where it`s nice and dark. Little things like this mean a lot to a lone mouse.