Pine has been studied because of the effects phenols (phenols are caustic, used in cleaning products like pinesol and lysol) have on small animals, it has been shown in studies that the phenols will increase liver enzymes that can cause liver failure. Not to mention the phenols and aroma of pine irritates the respiratory system of small animals which is bad for rats who already have very sensitive respiratory systems. This irritation can leave the door open for illnesses like myco flare ups, which in turn wear on their immune system, making it harder for them to fight off more infections.
If you absolutely must use pine, try for a good kiln dried pine.