even if that mouse had survived, it would have probably been unhappy in a cage. Domestic mice are already hard to really domesticate and be able to take them out the cage, but a wild one is worse. They're attached and love humans who hand raise them while they are being fed by them, but the instinct almost always kicks back in, and any other person than the one feeding them would be bitten if they tried to handle that mouse.
I know it's not exactly the same thing, but consider getting domestic mice that are similar in color to the wild ones you like!
I mean it's sort of a far fetched comparison, but it's like if you rescued a wild baby wolf and now you wanted to adopt wolves. They're wild animals, so they aren't sold or bred a lot, if at all.
But domestic mice, who are much gentler and easier to handle ARE! and they're very cute animals!
Wild animals are very fragile, and changing the diet from mother's milk to kitten milk isn't an assured way to save them, even if they already have hair. The kitten milk needs to be warmed to body temp, the mouse has to be warm, and then you have to be careful that the milk doesn't come back up through the nose, otherwise that can cause respiratory infections, drowning etc... Even if the mouse is fine after having milk coming back up in the nose, a few days later it can be sick from it. Also most animals need extra than just the replacement milk. We use esbilac (which is PUPPY replacement milk) or goat's milk sometimes, baby cereal and heavy cream.
I rescue wild animals, wild mice included, and it's hard to save such little babies. It was so kind and great of you to take care of it, but wild animals almost always make bad pets. And also do not feel guilty that it died, a lot of animals die for no apparent reason, it could have had a disease before you got it.
Even when we get handicapped or neurologically handicapped animals we release them. If we hadn't been there to rescue them in the first place, nature would have taken its toll at one point or another. Another rehabber kept a squirrel once, very neurologically handicapped to the point it couldn't really feed by itself or walk (balance problems) and she grew SO attached to it she decided to keep it for educational purposes and she teaches children the importance of preserving and respecting wildlife with him.
I'm wandering off now... but yes, I think you should adopt domestic mice, possibly rescue them from a shelter if possible, to give a loving home to animals who REALLY need it
I'm not sure thre's a lot of mice in shelters, but after that a reputable breeder would be good. Try to avoid pet shops!