Lions are not native to Japan. The lion is a carryover from the original play, which was set in a generic European country at an indeterminate time in the Middle Ages. Even that didn't make much sense, as lions have been extirpated from the main part of Europe since the 4th century AD, and from the Caucasus since the 10th century. But many Europeans, possibly including William Shakespeare, didn't know that lions weren't around anymore.