I think you are probably right. I'm going to leave them on my "current" mammals list but with a qualifier that they are "probably" gone.
The only zoo I still have them at is ZooDoo in Tasmania, but that is actually a hold-over from when the lists were first created because ZooDoo is one of those small non-ZAA zoos which no-one ever visits and has no real presence. Looking back, they got three squirrels in 2006. They were not sterilised and so would have been capable of producing a population at the zoo, but I think it is unlikely they still have any. Their website doesn't seem to have any comprehensive species lists.
The last ZAA zoos housing them were Taronga and Tasmania Zoo. Taronga were breeding them and consistently had quite a number (as many as 17 in 2008) but then they decided to let them die out ("delete by attrition" as the term goes). By 2014 the only ZAA stock were two animals at Taronga and one at Tasmania Zoo, which were all gone by the following year.
Their sale as pets is banned in most states. In NSW they could be sold as pets if de-sexed. I'm not sure of their status in Victoria - in a risk assessment for Queensland it is written (in relation to seven wild animals being trapped at Kew, Melbourne, in 1997) that at least 150 breeding pairs had been sold in the state.
I think it's probable that there are still people keeping them, although I also think they would be illegal in all the states.