I bet it's because of the creamy hazelnut blended with the
chocolate 
Source:
http://news.yahoo.com/s/nm/20070802/od_nm/squirrel_chocolate_dc;_ylt=AsGxt.gIccwQ6xVijB41UIADW7oF
Thu Aug 2, 10:44 AM ET
HELSINKI (Reuters) - A Finnish squirrel with a sweet tooth heads to
a Finnish grocery shop at least twice a day to steal "Kinder
Surprise" chocolate-shelled eggs.
"I named it the Kinder-squirrel, after the treats. It always goes
after them, other sweets do not seem to interest it as much," the
manager of the store in Jyvaskyla, central Finland, told
Reuters.
The confectionary, which is intended for children, has a toy
inside.
"It removes the foil carefully, eats the chocolate and leaves the
store with the toy," Irene Lindroos said.
Unfortunately, the bushy-tailed thief does not clean up after
itself, but leaves the wrappers behind, she added.
Squirrels have a well deserved reputation for being clever and
adaptable animals. Many a home owner has seen the small rodents
raiding their supposedly "squirrel-proof" bird feeders.
