I live in Montana, which as far as I know has never had any closed season for squirrels--or any limit. We have more than once species, including fox squirrels, which were original native only to the southeastern quarter of the state. Same deal with cottontail rabbits, or snowshoe hares.
This is because not many hunters here bother with hunting small, edible mammals, due to so many big game animals. Apparently many believe anything smaller than a pronghorn is "too small to bother with."(An actual quote.)