Hah, that's hilarious. Let him.
Just convince him to bring a video camera and stream it live. Say you have the same fetish or something. It shouldn't be that hard to convince him, seeing how it appears you own quite a few images of sex with lions.
When you get the stream, post it on the internet for our enjoyment.
Few things are more entertaining than watching a man being torn to pieces with his dick hanging out.
How about this: Don't stop him.
If he is somehow hurting the lions by having sex with them, I'm sure the lions will make that very clear.
If he's not hurting them, then why the hell does it matter and why do you want to stop him?
And why are you so worked up about this guy wanting to fuck a lion (which is likely to walk away from the incident unscathed) when he allegedly has admitted to abusing his pets (which are not likely to take it as easily).