@Lacci Back in CT, there were basically legends about a hidden population of mountain lions (local name in CT for cougars) that somehow managed to survive extirpation in the 1800s, but with the exception of one that was killed by being hit by a car in 2011, there hasn't been any physical evidence for them in the state since they went extinct. I think that one is the male you mentioned.
Most of the time when someone from the CT DEEP's Wildlife Division investigated sightings, they ended up being misidentifications of other animals by the witness, typically bobcats.
In NY, a couple valid sightings have been traced to escapees from zoos, and that treking male. Most of the big predator fears here really seem to be about wolves migrating in from Canada, and not the native black bear population. (Hunters keep killing wandering wolves whenever they do end up in the state, despite it being illegal.)