For many rabbits, hay is not their most preferred food, so if they are getting vegetables and and a good amount of pellets, their likelihood to eat hay (especially sub-optimal hay, in their picky eyes/nose) is low! You can imagine this tendency might be even more strong for a rabbit who was fed a lot of pellets growing up.
I would suggest making sure you are providing only a limited number of pellets and really expanding the hay-only food time windows. Rabbits who get fed non-hay items too often or in too large quantities tend to ignore hay, likely because they anticipate they’ll be able to get their fill with something more yummy in a couple hours. For example, doing one pellet feeding in the morning and then one veggie plate at night — this leaves the entire day and entire night with only hay-access.
Rabbits are selective foragers, so most rabbits will have you throwing out hay that seems perfectly good. It is a balance of understanding a rabbit isn’t going to warm up to hay immediately and also knowing it won’t like every strand of hay you offer. What can help increase hay consumption aside from adjusting the meal windows is providing multiple places to forage for hay, whether it be more litter boxes and/or things stuffed with hay spread out around the free-roam space. This can be both engaging and encourage more hay-eating.
Also, depending on how long the rabbit was on a mainly-pellet diet, it’s possible that his teeth might be in a growth state that makes chewing hay difficult/painful. Hay requires the most amount of grinding and chewing, which is why rabbits who do not eat a lot of hay get dental problems that cause them to usually eat only certain foods until they eventually cannot eat because their mouth is too uncomfortable. If your rabbit is eating both pellets and veggies fine, it probably is not an issue, but something to keep in mind.
The answers provided in this discussion are for general guideline purposes only. The information is not intended to diagnose or treat your pet. Seek the advice of your veterinarian or a qualified behaviorist.