I only have one wild caught fish and he was so small when we got him he could barely be seen. He was very skittish then, but I kept him in a 2 gal tank with some tadpoles. Once he was big enough to not be eaten I moved him to my tropical tank. He's now the size of a small guppy and interacts like the rest of my fish. I wonder if age matters in wild caught fish behavior. Maybe my guy was too young to know anything different than the tank.
Given that wild caught fish aren't used to being constantly around humans, aren't used to prepared food, and aren't used to being in an enclosed space, etc, it's totally normal for them not to act like captive bred fish.
I have wild caught bettas, and barbs, empire gudgeons, and microctenopoma ansorgii. Some of them are very personable now that they've been in captivity for a while, and most have been trained onto prepared foods (which can be a challenge). It takes time, but once a fish learns that you're their source for food, they tend to be very friendly. Now my super shy wild bettas come to greet me when I'm near the tank. The barbs were never all that shy, but they're chasing food around the tank. The ansorgii and gudgeons were pretty well domesticated before I got them, as they came from a friend.
I've had my figure eight, Sammy, for about 6 weeks. Sammy is kind of afraid of me. If I approach the tank too quickly or get too close, she hides. While she does beg, it's not polished begging. It's more her looking at me and happening to look adorable while doing so. While it has improved, she's still distant from me. I find it upsetting that Sammy still views me as a threat. I'm hopeful that eventually this behavior will go away.
I've had my dwarf puffer, Thumbelina, for about a week. She seems far more "domesticated" than Sammy. And despite her small size(she's like a fifth the size of Sammy) she is far braver around humans. I don't know much about her personality yet, so I can't go into detail like I do with Sammy. Sammy was wild caught(right now it is not possible to breed figure eight puffers in captivity), while Thumbelina was born in captivity. Thumbelina definitely sees me as a meal ticket but Sammy is just learning that I am here to serve her. All hail to the puffers!
6 weeks is nothing. It took a year for me to get one of my wild betta species to get somewhat "friendly" with me. That's about the amount of time it took for them to realize that the stuff I'm always dropping in the tank is food, and that I'm the official one responsible for feeding them.
Recently I've been doing a lot of research about marine fish and I never realized how many salt water fish in captivity are wild caught. The majority of them are wild caught. Except for some clownfish and damselfish, among other things. Someone on a marine forum mentioned that it's like how freshwater aquarium keeping was several decades ago. When only guppies and such were captive bred. So I think this topic is much more applicable to our salty friends(if any sw keepers want to share their opinions!)