I have spent thousands of hours in the timber in PA. In many different areas of the state. I have never seen a lion, never seen sign from a lion, never heard a lion. That does not mean there are none in PA.
As to the picture that started this thread, by now it has been pointed out where that cat came from. Coincidently, I just had that very picture sent to me last week, from a friend that lives in Austin, Texas. The story with the picture stated that the cat was killed by a Texan, in Texas. That cat sure does get around!
I can say this about mountain lions.....ask the Illinois DNR if there are lions in that state? They will emphatically tell you NO! Myself, and another member of this board can tell you with a left hand on a bible that there is at least one there!