I don't think that pound for pound African game is any tougher than anything else. Cape buffalo are probably no harder to kill than moose, bison, or eland. What is different, however, is what they do if they are wounded. As for lion, there are no comparable carnivores you can hunt. That said, a lion weighs less than an elk and, like all cats, its nervous system is sensitive to high velocities.
I think much of the "mystique" comes from American hunters procuring a heavy rifle that they can't really shoot well, and not practicing very much, subsequently wounding the game. They would be better off with something lighter. I have killed one lion, with a .375 through the heart. It ran about 40 yards and dropped dead. It would not have mattered if I'd used a .300 magnum with 180 grain bullets, which, incidentally, is legal on lion in Zimbabwe.
I have shot two elephants (body shots), two Cape buffalo, and two hippos, one each with a .375 and a .458. If you aim for the right place and hit it, there is no difference I could notice based on my limited experience.
It is said that Jack Lott came up with the .458 Lott after firing a lot of shots with a .458 Winchester into a buffalo without killing it. The problem was not a lack of power. The problem was that Lott was a lousy shot.
