Squirrels are forced to live in a hole in a tree, forced to contend with the elements. When it storms, when it rains, when it snows, they're out there taking it. There are no cozy jackets and booties for them!
Squirrels of Winter
On top of all that, there are predators out there waiting to kill them, and the squirrels know it. I went out yesterday and threw some nuts on the ground, and as squirrels scurried to get the nuts, there was a flash of wing: a large red-tailed hawk swooped down, not for a nut, but for a squirrel! I threw some peanuts at him and he took off as if they were bullets! Then he went back to his perch on a tree to play the long game, the waiting game. He looked pretty scrawny, like he needed a good meal. I wish we could teach them to eat nuts.