This has nothing to do with squirrels. Magid shiur speaks at the speed most appropriate for his own thinking and an average student in the class. Some may need faster, some slower. It may depend on the topic.
It is also not about speed of listening, but how you react based on speed. I asked a Rav who know how I learn (but not the one who leads the shiur, for obvious reasons :), and he surmised that if one wants to simply absorb information without getting distracted into other issues, it may be better to listen at faster speed.