I guess it started with the first explorers that brought from Africa tales and descriptions of rainforest, impenetrable jungle, and also all the specimens that they could hunt. Of course, hunting in the savanna must have been easier than in the jungle... and the lion was impressive, so it was dubbed "king of the jungle".
The same thing happened here in South America, where all kinds of plants and animals were collected and sent to Europe with erroneous information.
And I also think that those old "Tarzan" movies are to blame!! You know, the black&white films in which they included all kinds of absolutely incongruous animals in a "jungle-like" set. Thus, people still think that toucans, New World monkeys, chimps and elephants live together (in the jungle, of course), or that you can find lions in forest biomes... well, you get the meaning.
I still get so annoyed with those "documentaries" that mix floras and faunas as if all the jungles, deserts or grasslands of the world were one and the same >:-(