Yes indeed, a shame... I expect the red ones will gradually disappear. I remember watching a programme a while back about the pine forests, how the red squirrels survive in those... something to do with the pine cones.
We have numerous greys in our garden, they chase around all day, ignoring our cat, and she them. Burying their nuts all over the lawn if they can and eating our small bulbs. But I still think they're sweet.