Rose has a lot of secrets, maybe this is what made her such a caring person...

In this episode we learn that Pearl knew a lot about Rose, but not about her lion. This is particularly strange because Pearl states that Rose and her only knew about the special room and lion was out of the picture. This could be that Rose's spirit might have created lion to protect Steven for when she couldn't. Either that or it was actually hers, but we don't know yet.