Obviously, the no-tail side won the evolutionary battle, presumably because it has to be next to impossible to bone a female squirrel monster with a tail in the way that's longer than your goddamned body. It's hard not to miss it a little bit, though. Sure, it would make driving a car impossible, but do you ever find yourself standing in line at the DMV and wishing you had a giant limb that you could use to smack somebody across the room? That's you subconsciously missing your phantom tail (that's our theory, anyway).
And in some cultures, being born with a tail can earn you some perks. In India, Chandre Oram is believed by many to be the incarnation of the Hindu monkey god Hanuman because of his 13-inch tail. It's a comparison that he encourages by climbing up trees and eating bananas. That's right, buddy, just go with it.
"We bring you these offerings that you might show us mercy, oh god of fruit and poop."