Well, I'd keep him in quarantine for a year, of course, but apart from that--
If he appears to be healthy he probably is. He's most likely just fussing over being moved to a new home. Try giving him a cardboard box hide, and offer a hopper rat late at night a week later.
There really is no fear that eating an ASF will make him only eat ASFs, but it seems pointless--he obviously likes rats, so when he is ready to eat, he will eat a rat.
Some ball pythons take a move in stride--others really marathon fast afterward, and it takes them a long time to feel secure enough to eat again.