None of mine will eat them either, they treat them like they are poison and hare dare I suggest they eat them. I get one to two nests a year in my River Birch tree. Who would think that caterpillars are Poison yet snakes are a delicacy.Caterpillars that create these webby nests in trees, they do a lot of damage. If I see a tree with it I just cut the whole limb off and burn it.
I would have bet money they would have hobbles them down, but nope they picked it up and spat it out have it the evil eye and carefully walked away from them hahaha.
https://www.canada.ca/en/health-canada/services/pest-control-tips/tent-caterpillars.html