They are. Another thing to consider is that most people from (Western) Europe do not see much wildlife in their native countries. So I suppose any animal is sort of special. Got to say though that after seeing moose, elk, black bears, grizzly bears, buffaloes and a whole lot of other big animals I could not care less about the squirrels.
We get black ones in certain areas here in the UK, but not many. Grey squirrels are everywhere here, which are non-native and basically a pest from the North American east (damned Yanks!). Reds are native.