What are team bonding activities Scrum master should introduce to the team?

Why not celebrate your successes and identify improvements every time the opportunity to do so occurs? The more timelier things are, the better.

Scrum events are formal opportunities to inspect and adapt. There's nothing to stop a team from doing so at any time.

Why should the Scrum Master introduce team bonding activities?  Why can't the team introduce them on their own?  Does the team feel that they need anything extra? As with everything Scrum and agile, the answer to that question depends on the situation and team. 

@Ian Mitchell is correct that everything should be done as soon as possible while it is fresh on their minds.  That leads to better discussions.

What problems or opportunities does the Scrum Master observe?

For example, if the Scrum Master feels the lack of celebration is leading to reduced trust in the team, or stress, they could ask the team whether they perceive the same problems.

If they feel a lack of celebration is leading to missed opportunities for the team to be properly credited within the organization, and therefore missing out on trust from stakeholders, and ultimately more autonomy, they might teach or coach the team about this.

A Scrum Master might choose to reveal the situation, and facilitate the revealing of possible improvements, but doesn't necessarily have to bring or implement the solution, especially if there's no agreement from the Scrum Team that it needs to be solved.

I recommend this video on the 8 stances of a Scrum Master and/or the paper of the same name.