Both had the powers of flight and both were able to project an energy from their foreheads.
Observations
Along with the Unicorn, both are symbols of Great Britain. They are the supporters of the full Royal Coat of the arms of Great Britain. The Lion is said to represent England while the Unicorn is of Scotland. So, it could stand to reason that the Lion is English and the Unicorn is a Scottish hero.
Speculations, Theories
The Lion and The Unicorn appear to be the pre-eminent heroes of Great Britain.
Footnotes
Lion and the Unicorn used for the background information for Lion and the Unicorn.