Most vehicle side windows are made of tempered glass, compared to the laminated glass of the windscreen. The windshield is designed to "hold" its pieces upon severe impact due to the lamination process (a layer of plastic material sandwiched between two layers of glass) whereas the tempered side windows will shatter into small relatively harmless globules. Tempered glass is used due to it being roughly 4x the strength of non tempered glass, and cheaper to produce than laminated.

Most automotive side glass is typically between 3-6mm thick, depending on the region of origin, eg Europe, Japan, USA etc. That said, calculating the compression, tensile and sheer strength a particular window can sustain is not exactly simple. However as a simple baseline, a 2ftx2ftx5mm sheet of tempered glass, with supports 2ft apart can support roughly 160lbs of sustained weight. In the case of automotive design, window frame support, distance of supports, curvature etc will change the properties and strength of the glass.

Long story short, with the vehicles window fully rolled into the frame, that lion would need hundreds of pounds of force directed at a single point to reach the shatter point. Granted, I've never arm wrestled a lion, so maybe those folks were just a can of Vienna Sausage ready to open anyway. Best not to mess with the king.