No state agency will confirm anything without being 100% sure, and that takes proof beyond a picture, footprint or some scat. In most regards they will not deny a sighting or photo, but to declare that they exist in a state means that there is an established and reproducing wild population of lions. Until research proves that, then states will continue to deny their existence. Lions have large home ranges, up to several hundred square miles, so it's a fairly complex undertaking to collect the amount of data necessary. Plus, agencies are faced with the typical "where does the money come from issues" to fund a undertaking of that magnitude, so it's a hard sell. Believe me, agencies would love to do the research, but with ever decreasing funding, something else would have to be sacrificed in order to allocate bodies & resources to do the research.
Right now there's a better chance that the research will be done by an animal rights or anti-hunting group, because as our population continues to grow, the percentage of it that hunt & fish continues to go down, as does the funding of state agencies. State agencies would love to be doing far more than they currently can, but it takes money, and they just don't have it. Maybe down the road, when there are fees associated with the non-consumptive recreational outdoor uses, there will be funds for research like this and other things.