I dont know whatver pangolins is a difficult group of animals to keep in captivity, I know that we have at least two species in the region (Chinese and Sunda) with both being very similar.
The pangolins is probably the most widely traded mammals in southern china as well as south-east Asia, huge numbers are caught from the wild each year but most end up as meat or used in medicine products. Few are held in south-east zoos, and the few that is mostly confiscated animals. The reason for them being so rare is that most confiscated animals are in such poor state that they only live for a few months at best, I dont think many zoos has made any really serious attempts to keep and breed this species in this region. I have Pangolins (Sunda I believe) here in the region where I live, despite pretty much all other local wildlife is being kept as pets I very rarely see pangolins, and those few that are usually live for a few weeks at best.