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They get veggies at least twice a week.
This is why they're not scared of veggies. They're used to eating them and to getting a variety. Birds that are scared of vegetables are usually birds that are being introduced to them and don't know that they're delicious.
My birds aren't scared of veggies either. If I give them something new they won't necessarily eat it right away, but it would have to be exceptionally weird looking for them to be afraid of it.