Wow...that is really odd for them to fall out of a tree like that.
I remember not long ago I was in Disney about to walk into one of the buildings and all of a sudden SPLAT, this squirrel falls from who knows where and smacks the sidewalk in front of us. Now there were no trees anywhere near so I can only assume it fell from the 3 story roof. I was clearly daze, but got up and made it's way under the bridge on the walkway to hide. Strange.
Thankfully to the upset of your pooches, they were not successful in catching one!