From a tiny amount of reading (and a complete lack of a biology degree...) it's that the rodent taste buds just react differently to the capsaicin, so it doesn't hit the sodium channels in the pain receptor 'stack' in the same way as it does in humans. It's not the total lack of reaction like you get with birds or some ungulates.
...
I think.

Squirrels just need to nut up.

Lost a plant with peppers on it? I wonder what OG was eating that.

Am I just missing where they claim that? From the conclusion:

Altering the palatability of this feed to rodents through the addition of capsaicin may greatly enhance traditional methods of increasing poison bait acceptance on poultry operations

That they avoid the taste has nothing inherently to do with the 'pain' experienced as a result of consuming it - in the preceding section they discuss other strategies to increase bait acceptance, including adding rodenticide to preferred bait foods. That rodents have taste preferences isn't really in question, that they have a pain response to consuming capsaicin is.