The US Fish and Wildlife Service has decided the answer is "yes." While agreeing there are some confirmed sightings, they have put all these down to escaped/released pets or, in states like Illinois, cougars sneaking back in from the west.
The obvious question is, "If there's a confirmed sighting and the cat is not caught, how do you know where it came from?"
The FWS experts rely on the theory that a breeding population should have left more evidence than we have, but I don't know. This is a pretty darned elusive animal. I suspect the extinction label is premature.