While I was an undergrad I did research studies under two conservation experts, one specializing in elephants and the other in tigers and other "exotics".
One thing that most people do not understand about "endangered species" is that the species is not endangered, rather their habitat is. The species itself has no problem keeping itself alive, as long as it has an habitat.
For instance the "endangered" tiger exists more in captivity today than in the wild. People who keep tigers in cages as "pets" get criticized, but if it were not for those people, the tiger would have nowhere to live. More to the point, people that house tigers actually have to give the cats drugs to PREVENT them from reproducing! Tigers reproduce like rabbits! There is no problem getting as many tigers as we want, we just need places to put them.
You could apply this same theme to lions. I would be willing to bet there is no shortage of lions, and shooting one is not going to make a difference, especially when you are paying for their habitat to exist.
Where this leads is to a new perspective on "endangered" animals. Just because an animal is endangered does not mean that if you kill one you are doing a disservice. There may be plenty of the animal to go around, it is the habitat that is really endangered.
From here you can see that hunters do a great service to the species, when they pay big bucks to go shoot one. Hunters pay for the habitat that the animals live in. Without hunters funding that habitat, there would be none left, period.
And, as was said above, many of these creatures are seen as pests in other countries. We have to pay the people NOT to kill the animals such as baboons. If you can imagine, people in these countries get pretty annoyed when we come over and tell them that they can't kill pests. It would be like someone coming over from china and telling you that you are no longer allowed to kill termites because they are sacred animals.
PETA and other groups have given a false impression to people concerning these issues. They demonize people that that keep tigers as pets, for example, when these people are the only ones giving the species a place to live. They demonize hunters, when hunters are the ones paying for the habitat so that these animals have a place to live....and hunters have been funding and managing balaced ecosystems long before it was trendy.
I have more to say but I don't want to be lengthy. These groups have been successful at convincing people that if a lion kills an animal it is the balance of nature and ethical, but if a man kills an animal it is somehow immoral.