Bottom line is humans as well as lions first appeared in Africa.
Evolution of Lions
Fossil remains found in the Cromer Stage suggest that the lion entered Europe with a gigantic form. Frequently encountered lion bones in cave deposits from Eemian times suggest that the late Pleistocene European cave lion Panthera leo spelaea survived in the Balkans and Asia minor. Probably there was a continuous population extending into India.[25] Cave lions appeared about 600,000 years ago and were distributed throughout Europe, across Siberia and into western Alaska. The gradual formation of dense forest likely caused the decline in geographic range of lions near the end of the late Pleistocene. Aristotle mentioned this fossil subspecies that became extinct 100 to 300 B.C.[11]
Phylogenetic analysis of cave lion DNA samples showed that they were highly distinct from their living relatives, and represent lineages that were isolated from lions in Africa and Asia since their dispersal over Europe in prehistoric times. They went extinct without mitochondrial descendants on other continents.[26]
A phylogeographic analysis based on mtDNA sequences of lions from across their entire range indicates that sub-Saharan African lions are phylogenetically basal to all modern lions, supporting a single African origin model of modern lion evolution. The centre of origin for modern lions is probably eastern–southern Africa from where lions migrated to West Africa, eastern North Africa and via the periphery of the Arabian Peninsula into Turkey, southern Europe and northern India during the last ca. 20,000 years. The Great Rift Valley has been implicated as a barrier to lion dispersal.[27]
Lions inhabited the southern part of the Balkan peninsula up to Macedonia and probably Danube River but disappeared in Greece around the first century. In the Trans-Caucasus, they were known since the Holocene and became extinct in the 10th century.[13] Their restricted distribution in India attests that they are comparatively recent immigrants that made their way into India through Persia and Baluchistan.[6]
Prior to 2000 BC, the climate of northern India was wet and the habitat more conducive to jungle hunters like tigers rather than dry grassland hunters like lions. Lions may have entered India after the climate became drier and the Saraswati river dried up. This may be why there are no lions depicted in Harappan art