It’s a play on the word “call”. “Call” can mean to name, like “you can call me Phil.” It can also mean to make a phone call, in which case it can take both a direct and an indirect object. In the joke, we think it’s the first meaning (call the lion “unlucky”), but it turns out to be the second, “call a taxicab for the lion” = “call the lion a taxicab”.

'call' has 2 meanings here. One meaning the name of something: "What do you call a baby fox? - A kit.' The second one is a verb meaning to summon something. "I was drunk last night at the disco club, so I called a cab instead of driving myself home." ( a cab is a taxi). The joke is that the meanings are deliberately confused.