That is a shame. Some budgies are not as playful.
Mine does not care either to play with her toys
If your budgies don't really get the thing with toys, I strongly recommend you to go back to (their) basics! What do budgies do in the wild? Well, they chew, fly, climb and hang out with each other, but most of all - they search for food. Try to make some easy food-toys for your birds, food can be very motivating! There are special food-serching-toys (I really can't figure out what the English words for those might be...sorry), but it's pretty easy to make fun things at home.
Here are some examples that comes to my mind:
a toilet roll filled with grass and millet, they have to rip the grass out to get the delicious seeds they crave.
a piece of tree with drilled holes in it, then you put seeds in the holes and watch the birds as they try to reach them and get them out of there
make a tiny bag of paper with something good in it, they have to rip the bag to pieces to make the food fall out
a box with grass (or something like that) in it, then add seeds and watch them search around for the food
It might take a while for them to get the point, but when they do, they'll love it! Budgies are very smart and energetic, and they are made for searching for food. So this is a great way to keep both their bodies and their minds busy.
Here are some photos of what kind of food-toys my birds like: