Because Volcanion is based on Ryukyuan shisa, or komainu, which are mythical creatures inspired by lions, tigers, and dogs.
Volcanion appears to be based on the Ryukyuan shisa, or komainu, mythical creatures inspired by lions, tigers, and dogs. Statues of them in pairs are used as guardians that invite good spirits and repel evil ones. Its mechanical appearance and cannon-like "arms" may also draw inspiration from tanks. Its type combination and signature move may refer to geysers. Its ability to fly using its cannon-like "arms" may also draw inspiration from a steam engine.
Source
Komainu, are mythical creatures that are often called lion-dogs in English.
Komainu (狛犬), often called lion-dogs in English, are statue pairs of lion-like creatures either guarding the entrance or the honden, or inner shrine of many Japanese Shinto shrines or kept inside the inner shrine itself, where they are not visible to the public.
Wikipedia article for Komainu
Shisa, are also similar to them.
Shisa (シーサー, Shīsā, Okinawan: shiisaa) is a traditional Ryukyuan cultural artifact and decoration derived from Chinese guardian lions, often seen in similar pairs, resembling a cross between a lion and a dog, from Okinawan mythology. In magic typology, they are sometimes also classified as gargoyle beasts. Shisa are wards, believed to protect from some evils.
This is probably why. Since Volcanion is based on a volcano along with Ryukyuan shisa, or komainu, that have lion like appearance which could be the reason why is Volcanion based off a lion.
Hope this helps!
