There's a practical matter. They're still foxes, which make extremely challenging pets and require a lot of time, which can be difficult on a graduate school schedule. Nothing on the website suggests to me that the domestication has made them easier to train, easier to control, or less needy than their wild relatives. Just less prone to biting and more cuddly. I'm assuming you already know about those issues, so just thinking they probably still apply.

I know somebody who kept a (fennic) fox. Her housemates were not very pleased with the situation.

Regarding the moral issue, they said they were breeding for behavior w.r.t. humans at the expense of coat pattern; how closely/distantly related is this program to the fur trade?