I used to live in Colorado Springs. We had a small herd of Mule Deer that lived within our apartment community. There were two really nice bucks. We also had a crazy squirrel that attacked people but never a Mountain Lion.
Maybe the mountain lion was chasing the crazy squirrel??? or maybe he was from tsavo? Ghost in the darkness!!! If you have time to take a pic of him jumping out of your window I think you would have had time to shoot him.
And people wonder why I chose to live here.