I understand why you're concerned. To be honest, you do have some reason for concern, not necessarily from mountain lions, but coyotes. Coyotes are very common and are not as reclusive as other animals. I live in the Denver metro, and see them pretty regularly; they are even more common in Boulder.

It's good to hear they are going to keep him inside at night, but I would mention that a Coloradian would encourage them to keep him in altogether, for that reason.