Wikipedia says: Lions are desirable to hunters because of the very real danger involved. A lion may attack without provocation, and is considered by many to be the best of the big five.
Lion hunting is challenging because of the habitat and temperament of the lion. Lions live in the savanna where tall grasses, shrubs, and bushes obscure them and provide cover and camouflage. This thick undergrowth is commonly referred to as jess. As lions are ambush hunters, they use this natural cover when stalking to creep as close as possible before making a final charge to catch their prey. Lions do not generally avoid confrontation, but will usually face a challenger. Lions are unpredictable and may charge when sufficiently annoyed or confronted by danger. These factors together make lion hunting a challenge to hunters.