I’m a relative-newbie, too, but as nobody else has replied yet, I’ll give it a try…
Bunnies mostly don’t like being picked up. I have 2, and my boyfriend has 2. One of mine sulks for HOURS if I pick her up, and one of his cowers like the world is ending if picked up. They just don’t like it. (I know you’re probably thinking of the remaining 2 bunnies…his is, well, maybe a little deficient? I wouldn’t count her as normal. She’s a little slow. And my 2nd is 3 days old, in my possession, so I just don’t know yet…)
But basically, I personally wouldn’t push the picking-up thing too much. Rabbits don’t tend to like having their feet off the ground too much. They can like being pet and fed and played with in other ways, but they really generally don’t want to be picked up. I know, it sucks. I always want to pick Lizzy up and cuddle with her…but she’s much happier if I smooch at her on her own level (the floor) rather than trying to pick her up. Also, I get clawed a lot less! 
As far as “open” vs “closed” pens, rabbits definitely know the difference. Bunnies do tend to want to be out-and-about while we’re asleep, thus the nonverbal whining at the closed-gate. But if you are consistent, he will probably find some other way to entertain himself once bedtime comes and the gate has closed. Lizzy doesn’t like “bedtime” at all, but I bribe her with a raisin or a papaya tablet, and once I get her in her pen with her treat, all seems forgiven. I wouldn’t worry about it too much.
Good luck!
