There are quite a few choices on the roster that are either rare or non existent in zoos. I think Frontier wanted to balance common species in zoos with unique (and usually endangered) animals that aren't common in zoos but technically could be kept in captivity without problem. Given leopards in sub-Saharan Africa are (relatively) the least threatened around the world, this definitely doesn't fulfill the conservation aspect, but does fulfill the uniqueness as well as to help create the complete Africa feel along with the two African rhinos.
Another reason why I think African could be picked over Amur is the fact that we already have two big cats from the genus Panthera that regularly live in snowy conditions, a third would be too much in my opinion, considering the genus has better representation in the tropics, subtropics and warm temperate zones, as well as for gameplay reasons - creating unique habitats for the animals. A final reason could be the nostalgia effect since ZT1 had it on the roster.