Can't keep pigeons if you live in an apartment building.
And the issue with the squirrel is that it's a wild animal and it is illegal to keep them as pets in New York. It may be tame, but it is not domesticated.
Of course in this case it was rescued as a baby and would have died otherwise and likely wouldn't be able to survive long in the wild on its own at this point. The best thing for it would be to remain as it was at home, but the law is the law, and before you know it other people will be using "rescued" as an excuse to keep wild animals as pets. That's how the authorities see it anyways.