Many wild animals will not eat in captivity because they are under stress, few mammals react well to captivity. weird smells and sounds, restricted movement, inability to hide, there are dozens of stressful aspects to captivity that trigger the flight or fight response for small mammals. Lack of appetite is a common stress response in mammals and even when very hungry they are often more focused on escape than feeding. This is one reason keeping wild mammals as pets is regulated in every US state, and is highly discouraged, you are basically killing the animals slowly.
In opossums and many mammals lack of appetite is also one of the early signs of rabies infection, so yet another reason laypersons are discouraged from trying to keep wild opossums as pets.
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