I think Lion can open and close that portal on a whim but since he has that bond with Steven he trusts him and lets him go in and out as he pleases. But he could probably bar Steven from going in if he wants. I think its less like Steven can just phase through him and more like a door Lion opens
like, I think other people could go in there too, if Lion wanted them to. Like in “Rose’s Scabbard” when Pearl is pushing on his mane to get in, I think it’s not that she can’t go in there but that he won’t let her in there
My theory on the Lion maneverse is that its in Steven’s gem (either directly in there or an ‘island’ of that space apart from it. My theory on what Lion is is an ‘offspring’-type creation from a Gem (like the baby Centipeetles), so he’s an outcrop of Rose’s gem (kind of like Holo-Pearl but more solid). We know from the comic that Gems can go into another Gem’s gem but I’d wager the Gem has control over that so people can’t just go barging into the core of their being. Steven probably doesn’t have control of this aspect yet but Lion, seemingly made to create portals and stuff, does have control over it.
That’s my theory anyway