Well, simple answer is that if you weren't jailed you would probably be shot and eaten and have your skin turned into fashion accessories for rich morons. Another answer would be that whilst this is a valiant effort on behalf of conservation, you are imprisoned as a means of paying the overheads that the owner of that cage has such as food, security, staff, surveillance equipment, advertising and a whole host of other things that a big cat probably wouldn't understand.
I'm sure you miss life on the Savannah chasing the antelope and drinking from holes and the rainy season and all that fun stuff, but here at least people take your picture and say "awwwww".