DR TCB, I was given a Siamese kitten for Christmas when I was twelve. Before she was spayed. she had three litters; the first two were accidents, and the third was in 1962, when we bred her with another Siamese. My mother fell in love with the runt of the litter, so she kept it and sold the others.
The two Siamese lived indoors with whatever beagles, basset hounds, or other dogs my brothers had at the time, but all of the family animals went outdoors several times a day. One morning a neighbor called to tell my mother that one of our cats had been hit by a car several blocks away from our house. It was my mother's cat. For several years after that, every member of my family had one or more encounters with that cat's ghost.
Perhaps Nicky loved you too much to leave you?