"In South East Pennsylvania I see exclusively grey squirrel. And I can’t legally hunt them with an air rifle. I have never eaten squirrel but I am curious to know what they taste like."
Pretbek, since wild rabbit, squirrel and many other wild small game animals are dark meat, they all somewhat share a similar flavor. Flavor does tend to be influenced by diet. I live right in the middle of Ohio farm country that thankfully still has a good number of large woods left that are filled with hardwood fruit/nut bearing trees. Kind of a generic reply, but I think squirrel tastes alot like dark meat chicken. Our red squirrels tend to have a much sweeter flavor than a grey and the fox squirrels have a stronger taste than all the rest.
In my area fox squirrels dominate the large woods or forest areas. This is also were I find most of the larger populations of reds. The greys/blacks tend to be suburban squirrels. They are about the only squirrel you find in our cities, towns, and suburbs. For this reason, greys/blacks tend to be the "pest" squirrels due to the areas they tend to inhabit. As NMshooter spoke of the greys displacing the fox squirrels, we see the same here. Some smaller wood lots that would tend to be fox squirrel territory are solely greys and blacks. It is odd that the larger fox squirrel are easily runout by the greys? There are a number of myths as to why this happens, but I am not 100% sure the scientific reason this happens??