Bandicoots would not make good pets primarily because they are shy and easily excitable and would tend to burrow into items in their cages if approached. They are also solitary animals. And, they can be hosts to a bacteria which can cause Q fever in humans.
Who wants a pet that sleeps all day, is awake all night, may give you a disease, and is practically afraid of its own shadow? In addition, it is illegal to keep a bandicoot as a pet because it is considered endangered.