Yes, I have only ever seen red ones here in Luxembourg. The grey ones are larger and out-compete the red ones where ever the two meet. In south-est England where I was raised, there are only grey ones and they are considered to be vermin. I don't know whether it's still in force but when I was a kid, there was a scheme whereby you could be paid a bounty of a shilling (5 pence in today's money) a dead grey squirrel tail by some organization or other to try to reduce their numbers. A 410 shotgun was usually the weapon of choice for bumping off grey squirrels.