You know what kind of creatures hate humans, snap and bite, have zero herd or group instincts, are easily agitated, are smaller than their closest comparable domesticated species, intensely paranoid because fragile, and lash out when cornered? Russian foxes.
But it took less than a human lifetime to domesticate them (https://en.wikipedia.org/wiki/Domesticated_red_fox) and now they're sold as pets and reportedly are even friendlier than most cats.
That is what a proper breeding program, done systematically with a breeding population of hundreds or thousands, with due attention to reliable measurements, heritability, and constant stringent selection, can do over several decades. (It would be even easier now with the advent of marker-assisted selection as GWASes increasingly turn up the genetic signatures of selection for domestication in cats/dogs/rabbit/foxes/etc.) A few small-scale failures by some dilettantes back in the 1800s which aren't even described can't be considered strong evidence.
If no one is doing it, that says more about priorities and the substitution of automobiles and insecticides than about whether it is doable or not. (If maize didn't already exist, would anyone bother trying to breed teosinte into corn, rather than working more on wheat or soy or rice cultivars? The foxes were a scientific research project, after all, no one actually needed a dog replacement...) A more interesting question to discuss might be why Africans were never able to accidentally domesticate zebras as useful insect-resistant beasts of burden when Europeans/Asians/Americans were accidentally domesticating all sorts of species left and right, such as horses.