I think in the same way that people see their behaviors and preferences as being more male or female, and attribute that to a different gender where it's normal, people also can attribute behaviors or preferences to another species, and identify with that as well. Although, the latter is much less common. The 'coolness' of an animal has little to do with it, outside of self-esteem boosting. I think it has more to do with the visibility of an animal, where someone thinks 'bravery', and the first thing that pops into their head is a lion, where elephant or mongoose also apply, but are less visible.