Not paranormal as such but this is genuinely interesting. Black squirrels do exist as a melanistic variant of the grey squirrel and they've been documented in parts of North America, but I've always thought of them as more of an eastern thing - like Ontario and some US states on that side. Seeing one near Olympia would be a bit unusual geographically speaking.
The thing that gets me though is when you see an animal that just doesnt fit where it's supposed to be, it makes you wonder about migration patterns or whether small populations are quietly spreading that nobody's properly tracking yet. That's sort of the interesting bit from a mystery animal perspective.
Did it behave normally or was there anything off about it? Size comparable to a regular grey squirrel? I know this sounds like a mundane explanation compared to what some folk post here but genuinely think its worth reporting to a local wildlife group if you havent already, just to get it on record. These out-of-place sightings matter even when theres a boring explanation behind them.