There are a few reasons, first and foremost that exoticism has a long history in Europe! Indirectly, it most likely comes from stories of Romans using them in gladiatorial arenas, (the Romans were quite active, militarily, in Northern Africa) and from there we get integration into biblical narratives -- especially of Daniel, whom I understand was thrown to lions as a method of execution and was saved by his faith. Additionally, Pliny wrote about them extensively, and to my best understanding medieval scholars would have had access to some manuscripts of Natural History, of which there are several chapters on lions! (Here is one!) Furthermore, a lion was the symbol of St. Mark, one of the Evangelists who had extensive symbolic representation in medieval Europe.

Medieval Europe would have been fascinated, and lions were imported accordingly. A project by O'Reagan, Turner, and Sabin in 2006 ("Medieval Big Cat Remains from the Royal Menagerie at the Tower of London") on the, as stated, Royal Menagerie at the Tower of London, showed that the earliest carbon-dated specimen was to around 1280-1385. The Lion of Venice is typically dated as being put up at around 1280, as well. Interestingly, an article by Natasha Hodgson titled "Lions, Tigers and Bears: Encounters with Wild Animals and Bestial Imagery in the Context of Crusading to the Latin East" also goes into the fact that the crusaders took quite a bit of inspiration from animals they encountered in terms of metaphorical or moral stories: thus, Richard became the Lionheart, presumably for embodying those European Christian leonine values whilst on crusade.

Probably, the average European Christian would have had those exotic and the religious connotations as their inspirations, and would have been further encouraged by the association of lions with the Middle East; the fascination with the East began with the crusades, after all. I'm unsure of how much thought, exactly, was put into Africa as a concept further than Egypt or the southernmost parts of the Islamic Empire, which I understand had quite a bit of trade with Europe through this period.