Moving to a new place can be quite stressful for anyone, including and especially pokémon. Pokémon may be intelligent, but they may not always understand why they have to be moved from territory they’ve considered to be their home for quite some time.
This isn’t to say you did anything wrong in moving, of course. Rather, it’s to say that your unfezant’s behavior is rather understandable, and it may be more approachable if you keep in mind that your unfezant likely feels like he had to leave everything he knew behind. In other words, he may be homesick.
There are ways to alleviate his homesickness, however. Giving your unfezant things that remind him of Unova (perhaps an old sports shirt or a souvenir from your home city) and using aromatherapy may help calm and pacify him on the short-term, as will encouraging him to exercise (even if you don’t succeed in getting him to fly). The latter may be the easiest option, as training and exercising him will allow him take his mind off Unova, as well as help him release endorphins that will lift his spirits a bit.
Helping him adjust to Kanto is also important at this stage. Sometimes, that can be as simple as introducing him to a Kanto native. Consider catching a member of the pidgey family, as those are the closest Kantonian cousins to the pidove family and thus the most likely species to get along well with your unfezant. Think of this capture like meeting a new, human friend. Just as making your own friends—particularly one knowledgable in the neighborhood—helps you forge local connections and lay down your roots (so to speak), meeting and befriending a local capture may do the same for your unfezant.
Otherwise, though, simply being as emotionally supportive towards your unfezant will work wonders for his mood. Be sure to include him as much as possible in your daily activities, but don’t push him too hard. Always read his mood and let him know that you are willing to do whatever he needs you to do, even if that’s leaving him alone for a bit with a bowl of fresh millet.
Most importantly, though, remember that some pokémon take longer to adjust to change than others. Although your unfezant may not want to fly or hunt on his own for the moment, give him time and be as supportive as possible, and eventually, his homesickness will subside. In the meantime, have patience and, well, switch him to store-bought pokémon food (until he’s ready to fly) to resolve the weight loss issue.
Best of luck!