I like to think of hay for rabbits like salad for young children — If there are other things available or if they weren’t exposed to it in the beginning, they are unlikely to just pick it up because, intuitively, it’s the healthiest and most important option for them.
So you have a rabbit that’s used to not eating hay, and instead, has been accustomed only having things that probably taste better than hay.
Part of it may just be time. He might be reserving some stomach room because he thinks he’ll get some yummy fiesta pellets in a bit, so it could be some time before he gives in and says “fine, I’ll try out this Hay business.”. Finding the “right” hay for a rabbit can be tricky, but also remember to give each new hay some time. Maybe he will really like Kaytee, but he needs some time to taste some strands and see how it makes him feel. Personally and anectdotally, I know many people have positive experiences with Oxbow Orchard Hay, but I understand it is also more expensive.
Keep at it and don’t give up!
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.