Could it be because of the temp you keep them at? I found this on a care sheet and it puzzled me as I have always fed mine. The weather is cold just now so perhaps they are just not warm enough.
Locusts will keep well for up to 10 days if kept at room temperature (15 to 20 degrees C) and left in the tub or bag they arrived in.
If you are keeping locusts at room temperature DO NOT feed them at all, any food they eat will not be digested properly and will decompose inside their stomachs, the locusts will then become ill and die.
It is much better to keep locusts quite hot (35 to 38 degrees C), the best way to achieve this is using a small well ventilated glass tank with a layer of Locust Food Feeder Bran on the floor, egg cartons around the walls (the locusts need something to climb on and to hang upside down from while shedding their skin).
A small 25 watt light bulb fitted in the lid or alternatively a heat mat covering the rear wall of the container will provide the necessary heat.
If you keep locusts hot, fresh greens every day are essential for feed and to prevent dehydration, do not use a water dish, sponge or bug gel they will get all the moisture they need from the fresh greens.
Locusts breathe through minute holes in their skin, if these become blocked they will slowly suffocate and die, therefore they must have a dry atmosphere, there should be no condensation or dampness in the tank as this will kill them.
