My first argument for this? Bismuth. Bismuth was hidden away before the end of the war, and we have to assume she's always been bubbled in Lion's realm. Where else would Rose have hid her? Surely not the temple. Pearl knew the arsenal. Was there any place on Earth secret enough from them? The pocket realm is intrinsically connected to Lion, too, it's a "grassland" made of his mane. I guess it's a MANELAND, haha! It completely lacks air (...or at least Earth's breathable air, but Bismuth isn't the only gem to speak verbally in a vacuum) but certainly doesn't seem to be in outer space.
Second, Rose had seven lions. Buddy didn't bother to note any color in his journal, so we have to assume that either all of these lions are pink and he just didn't remark it (if each one is a whole gem, they shouldn't feasibly be seven pink gems), or Lion was not with them and the others were all normal. But Pearl didn't know Rose kept lions. Why would Rose hide the existence of mundane or mostly-mundane (she has powers with organic life) lions from her? I seriously doubt they're shards of Pink Diamond either; that would mean Diamond shards have enough sense of identity to form bodies instead of parts, but lack so much of their identity that Rose could convince them to become Lion.
Third, where did the gem go? Pink Diamond's gem seemed right below where a human belly button would be (it IS notably similar to Rose's gem placement). We've seen Lion roll onto his back. Even if it changed location and was hidden behind his mane, would it evade detection from Steven's petting?