Not all megafauna are herd animals on the scale of American buffalo. Others were limited to smaller areas or less numerous to begin with, and the ones that survive are probably those that started off most numerous. African elephants are hanging on by a thread, relative to their original number they're down something like 98%.
Africa is also _huge_ - around four times the size of the entire continental USA - and suffered perhaps less during the Ice Ages than Northern America or Eurasia, where megafauna would have been squeezed by both the ice - and associated climate changes further south - and a hungry and increasingly innovative human population.
Africa is also _huge_ - around four times the size of the entire continental USA - and suffered perhaps less during the Ice Ages than Northern America or Eurasia, where megafauna would have been squeezed by both the ice - and associated climate changes further south - and a hungry and increasingly innovative human population.