Do you have any fire source near the pen that the wild boar would want to run from?

The pen is pretty close to my bed but there is a wall separating the two, I suppose that might be the problem. Thanks alot, explains everything.

I'm just gonna hold off on building a pen for now. Gonna focus on scouting land for my new stone base. Thanks again though, forgot about the firepit.

I think you're right. In this game boars have ESP or X-ray vision and can see through walls thereby getting scared...