Could be looking for a drink. Not that he wouldn't eat a fish if it jumped out and was on the ground, I just don't think that it would be very successful at catching one. You say, "No way"? Have you ever seen nesting birds drive squirrels off in the spring? Dive bombing them etc. They are stealing young of the year and eating them. Squirrels look like furry little innocents, but they are rodents and animals of opportunity. I wouldn't sweat it much, but wouldn't encourage him to visit often either.
Dick, a non politically correct solution can solve your problem with a 22 rimfire in the country and in the city a .177 pellet rifle.
Rick