I'm not sure if not having hides before would effect him but I don't think it should. I have heard of adult ball pythons not wanting to use hides but not normally babies, and the fact that he spends a lot of time moving around makes it sound like he might be stressed. Ball pythons should hide throughout most of the day, only to come out at night to explore a bit. The darkness shouldn't effect him, they like the dark.
It might be that he hasn't settled in enough yet sense you just got him but it could also be a husbandry issue. You said you use a uth for the heat, is this regulated with a thermostat? Also is this the only heat source you have in the tank, a uth only provides belly heat so you'll need something for ambient temps as well. And lastly what kind of thermometers do you use to check the temps/humidity?
Having a bit more knowledge will help us to assess what the problem is
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