I am not an animal expert, but I totally agreed with the CatCuddler57. Their nature or wild instinct would be in the wild environment. I guess maybe we need to expect the "unexpected behaviour". If you are very well aware of this animal but the best maybe you still need to get the consultation from the right specialist or guideline from the state laws.
Beside the fennec fox, I also found an interesting article about the marble fox as a pet, https://petcomments.com/marble-fox/ the same cute as the fennec fox but still, people gave some advice about his wild nature could cause any harm to human.