Any magic replaces things that were on the pet from a magic choice. Lions have pierce:Thank you. Someone should make a spread sheet that shows what pets can train what, and what skills replace other skills, maybe in a skill tree format...
Piercing
Trains the creature in the bleed, armor ignore, and paralyze special moves. Also trains the creature in the Pierce & Thrust mastery abilities.
There is a page here for most pets that go to 5 slots. Search the pet you want and it shows what they can get. Lion
But you can search here for Trainable Animal Bestiary | uo-cah.com for lion and it shows what you can get.
Also put your lion in the intensity calculator and then go to the planner to see what can be added.
The big cats basically come with what they can get or you just make a different big cat.