I have no doubt that there are cougars in a lot of areas where they're not
supposed to be. There's also no doubt that cougars are accomplished tree climbers. Why would it be difficult to imagine one dragging a carcass up a tree from time to time, especially if there are other predators (coyotes, etc.) in the area that might steal a cached kill?
There are some pigs, bears, cougars, and rattlesnakes here in south central Missouri. There are also a lot of people who think and say that the Conservation Dept. "stocked" them for various purposes. If you care to listen, you can hear all kinds of reasons; trades with other states for turkeys, controlling deer populations, giving the black helicopter gunners more practice targets, etc. I think the excuses go wilder in direct proportion to the number of poaching tickets the particular rumor-monger has...
Here's what I think: There are a few animals migrating and expanding into ranges they haven't been in previously. There are also always going to be a few that got "dumped" by exotic wildlife owners who found out that it's a lot of work and money to take proper care of big cat. I also believe that stories grow in the telling, and stories about wild animals have an extra dose of growth hormone built right in.
Believe what you want to. That's what I do.