First of all: Panthers are real, I've seen one in my local zoo. But that was not your point.
In North America there are no panthers and there have never been any. Yeah, that's not a big deal, because, well, there could have been black pumas as you said, but nope, there ain't no black pumas so... no panthers in North America. So were does the myth and the talking about them come from?
In Austria there have never been any panthers as well, still, they are on the flag of Carinthia, the southern part of Austria. Here's a picture:
In ancient times (during the Middle Ages and earlier) kingdoms often had somewhat mystical creatures on their flags. They "compared" themselves with those creatures and put them on their flags to make themself look more dangerous for their enemies. As the pilgrims entered North America, they did the same thing. They talked about and compared themself to creatures that never existed.
That's what still happens today if they create a new team in sports. A nice example: Toronto Raptors. The Velociraptor never existed at all, it was invented by Steven Spielberg or one of his employees. A very similar version of the Velociraptor existed though, the Deinonychus.
Do you think you‘d sell your soul
To just have one thing to turn out right?