Board Thread:Speculation House/@comment-30936262-20170103115106/@comment-26397825-20170103133313

The transcript says:

Mercury: I think he was some sort of cat, actually.

Emerald: What? Like a puma?

Mercury: Yeah, there ya go.

So yeah, it's a reference to a joke in another series out of universe, but a puma Faunus is legitimately what he is in universe.