It is also unusual for a lioness to be living apart from a pride. Perhaps the lioness gew up orphaned and alone, never learned appropriate pride behavior, but her instincts to associate with other lionesses have caused her to interact with the oryx as if it were another lioness (roughly same size and color). The oryx, on the other hand, has simply latched onto the lioness as a consequence of post-birth imprinting.
Similarly, I've heard it said that dogs relate socially to humans so well because dogs consider their human owners strange-looking and smelling dogs. It is pack behavior.