It's royal. That's why.

From the Telegraph:  Purple squirrel baffles experts.

Teachers and pupils at Meoncross School in Stubbington, Hants, were amazed when they saw the creature through the window during a lesson.

Since the squirrel, now nicknamed Pete, was first seen, it has become a regular fixture at the school but no one has been able to say whether the animal has fallen into purple paint, had a run-in with some purple dye, or whether there is another explanation.

Dr Mike Edwards, an English teacher, said: "I was sitting in my classroom and looked out the window and saw it sitting on the fence. I had to do a double take.

"Since then it's been a bit of a regular at the school - everyone's seen it.

"We thought it might have been paint or something but then when you look at it up close, it's an all over coat, not in patches like you'd expect if it had been near some paint.

"Its fur actually looks purple all the way through. It's an absolute mystery."

Photo at the link.

Related:  In Australia there are purple wallabies.