Because it isn’t bird feed…
There are animals that can’t be tamed with food; IIRC only chickens and chicks (yellow or birdfowl) accept birdfood.
You can pick some fertilized eggs up and wait for them to rot completely, then they’ll hatch; you can then feed the chick so it becomes tame. But beware, ducks can move between z-levels; I tried to have a open-top duck coop, with results I should have predicted - they flew up a Zlevel and kind of flew away, haha.
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Oh, is that why they keep turning their noses up? Ok, I’ll try hatching them instead.
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Yes, “wild” birds species can only be tamed while young, while chicken are being considered sufficiently domesticated to accept taming as adults as well.
There’s a feature request for that.
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That’s good. My other character will be able to release his goose and pheasant into the enclosed garden where they can paddle away in the pond to their hearts content. Much nicer than the utility closet I’ve currently locked them into 
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