Just like sub male slots, only for females.
A queen, per say, or just for 'the male's' favorite ladies.

Convenience:
1) To give praise and attention to prized females. What's a king without his queen?

2) Perhaps like the spar mechanic with sub males, you could 'bond' with your female(s), gaining EXP and/or increasing the lioness' mood by a small percentage.

Limitations:
1) Like the sub males, you must pay to increase your slots.

2) If you wish to remove a female, you must pay a fee and/or she will go through a cooldown session.
To prevent a loophole, these females cannot be sent away, chased or killed without being removed first.