The interaction looks cute but Twitter users got into the nitty-gritty of things especially the hazards of allowing a wild animal close to a baby.
One commenter rightly noted that the squirrel wanted something hence his constant search around the trio. However, it's never a good idea to encourage wild animals to roam freely around vulnerable people like little babies.
Another person identified it as an Abert's Squirrel, which lives in trees and is native to the "Southern rocky mountains of the US and Northern Mexico." They're very smart and athletic since they live inside trees.
They're not dangerous to humans, but their bites may carry poisonous diseases, so it's best to be safe than sorry.