That's funny - we have the same rumor here in PA. I never knew anyone who personally saw a mountain lion until a couple years ago, but since then 3 people I know have seen them - one was my daughter who saw it on our lane. What I've been hearing here is that anyone who calls the PGC (PA Game Commission) is told the same thing - there are no mountain lions in PA; yet if you report evidence (like the one that was killed along Rt45 reported by a guy my brother works with) the PGC collects the evidence then denies it's existence. If you are too persistent, they say the only sightings are escaped pets or zoo animals, and (I've heard a report of) if you say to the PGC "then it's OK to shoot them because the don't exist?" they'll so 'no, don't do that, there's only a couple pair left. I've joined the side that says they are being introduced and the government is lying about it.
The question is, though, what do you do if you do get proof? Pictures aren't enough proof for the PGC. If you shoot one, they'll pick it up and deny its existence to others. If you publicize evidence (like inviting the media to see the carcass), are you inviting the state to declare that you have an endangered species living in your back yard? Or are you better off, as some suggest, to 'shoot, shovel and shu-up'?
That's exactly what they're doing here. Much easier in the long run....