My attitude to grey squirrels varies according to circumstances
I've spent quite a few very pleasant sessions culling squirrels on bits of forested ground where I had permission to shoot. The landowners and keepers seemed to appreciate the reduction in squirrel numbers, and it was a pleasant enough way to work to keep them happy.
I had a "pet" squirrel for a while at a flat in London. She would happily take nuts and dried fruit from my hand, which distracted her from raiding my bird feeders. She would tap on the window to get my attention and waited patiently for me to hand out her favourite treats. I took loads of photos of her and visitors to my place loved to see her too.
I think she was eventually eaten by one of the many local cats - and they almost certainly did more damage to the local bird population than the squirrels ever did
However, not all urban squirrels became "pets"
There were a couple at my partner's place who would take food if it was left out for them, have a drink from or wash in the birdbath and it was fun to watch their antics for a while.
All well and good until they raided a Robin's nest in the back garden, and killed a couple of Blackbird fledglings - they did that, not cats, I saw them do it
They both got a .22 air rifle pellet at first opportunity thereafter