If you ask me, your missing grey squirrels have all moved to Britain, to make life miserable for our islands’ original and proper inhabitants of the squirrel kind. Our native squirrel – the British sub-species of the Eurasian red squirrel, Sciurus vulgaris – has been losing ground for well over a century, to the American grey squirrel, Sciurus carolinensis. Fairly late in the nineteenth century, well-meaning but foolish people introduced some American grey squirrels to the southern parts of England, thinking that they would make a pleasant addition to the country’s wildlife.
Unfortunately, the American grey squirrel proved hardier and more adaptable than its British red counterpart; the introduced greys multiplied, and Darwinian selection came into play – they have in various ways out-competed the native red species, which between then and now has ongoingly dwindled in numbers, and its range has shrunk to areas – principally now far to the north and west of Great Britain – to which the grey squirrel has not yet spread. Almost-extinction for the red squirrel, is ultimately foreseen.
Grey squirrels are IMO quite lovable; it’s just that I find the native red kind (which can be encountered, if you know where to go) nicer – and resent its ousting by the interlopers from across the Atlantic.