For a second I wondered that too, but a couple of parameters to keep in mind: the camera(wo)man would have to somehow get across the bridge in time to film it. Also, many rodents (including Gerbils) are illegal to own as pets in California.
Maybe the squirrel decided that in light of being tossed into the water, the time to be a pet was now over and the time to create a bloody, screaming, mass of horrified human on the bank of the river had begun.