Yes, I recall these posts on the Exeter Exchange and slaughter of the elephant well.
I wouldn't be surprised if Jane didn't approve of this menageries at all.

Somehow, the term 'Exeter Exchange' makes me think John prefers to 'exchange' time to take Harry to see wild beasts, instead of first calling on his sisters.

The elephant Chuntee appears to have given much amusesment to visitors over years, taking money and liftting off peoples' hats. That cage looks so small, no wonder if the animal got restless !
Perhaps the Exeter Exchange shows a vulgar, darker side of the genteel classes for the sake of 'scientific interest' in JA's time.
However, I'm probably influenced by C21st sentimentality.