I have never had lilies growing above ground yet, so take this with a grain of salt, but I do have *lots* of experience with squirrels in my urban area. They are by far one of the most persistent and destructive pests I have ever seen. I can easily imagine squirrels climbing/jumping up the lily stems to get to the buds, with the subsequent weight of the squirrel bending the lily stems and possibly even snapping the weaker or thinner ones. City squirrels tend to be much heavier than normal squirrels.
In my experience, squirrels LOVE flower buds. I have personally witnessed them chewing off unopened and developing buds on portulaca, dahlias, tulips, gladioli and many others. Basically any plant with a thicker, fleshier flower bud, no matter how large or small. One of the theories I have read is that the squirrels may actually be looking for moisture rather than an actual food source, but I suspect they do it only to frustrate the resident gardener. They are evil little buggers.
