Denfert Rochereau is a sort of historical pun. It is the name of a General who fought in the 1870 war against Prussia. Before that, it used to be called “Place d’Enfer” (Square from Hell). As people are wont to call the square “Denfert” it is as if it hadn’t changed names at all.
From another angle.
Rallyes are often organised around that square and people are used to doing all sorts of funny things to that lion. Here, a bunch of anti Gay Marriage protesters were climbing on the lion’s head (January 2013)