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 Lew's ears began to itch.

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Is this the feeling Lew gets when he's about to sidestep reality?!

"Itching ears" has a Biblical meaning but I don't think that's what Pynchon is going for here. To have itching ears, according to The Bible, is to seek out a religious teacher or religious dogma that supports the lifestyle you've already chosen. So a religious teacher who will scratch the itch of your desires, one who will condone the way you're already living.
    Lew's ears seem to itch because he's getting increasingly nervous about what this clearly insane man is suggesting.

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 He beamed at Lew, as if mischievouly withholding the final line of a joke.

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That's not my typo. That's how it's spelled in the text so get off my case.

I don't know what the final line of his joke could be. "In Austria, there is plenty of game. So much game in the forest that men are hired to beat the bushes with sticks, scaring the game toward the men holding rifles. When the game reaches the men holding the rifles, they slaughter the game indiscriminately. Ha ha ha!"

Was that the joke?

Oh, I get it. The joke is that Archduke Ferdinand is describing regular hunting but with a sly wink and a nod about how he wants the "game" to be "Hungarian immigrants."

I still say he should just drop this whole conspiracy to hunt the world's most dangerous animal schtick and just become a Chicago policeman.

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 "In Austria," the Archduke was explaining, "we have forests full of game, and hundreds of beaters who drive the animals toward the hunters such as myself who are waiting to shoot them."

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Having lived in a capitalist system my entire life, I can see why the Archduke thinks hunting people will be something easily accomplished in America. This statement about the way he hunts in Austria may as well be an analogy about capitalism, the beaters being the capitalists and industrialists driving the labor force toward the poverty, incarceration, or death by police. America is full of labor so why not treat them as expendable? Especially since it would be a loss of significant profit to treat them any differently. And if they disagree with the way they're being treated, well, they can be driven out because the forest is full of replacement workers desperate enough, due to low wages and ill treatment of workers, to accept the job in your place. And if you're driven from the labor force because you're an "agitator," you're of no use to anybody and may as well be shot by the cops as an anarchist.

Or maybe this is just an example of how lazy the rich are and how, when they hunt, they just want to stand there and wait for the game to come to them. That's a good capitalist analogy too! I suppose the Archduke wants Lew to know that he doesn't want to run around Chicago shooting Hungarians; he wants Lew to run around driving Hungarians into Ferdinand's rifle's sights.

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 "Y— maybe. I'd have to go look up the figures," Lew trying not to get into eye contact with this customer.

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Definitely more Hungarians in the meatpacking district than bison in the wild. But I guess that's not Lew's point! He's just trying to extricate himself from the horrid turn this conversation has taken. How do you dissuade royalty from seeking to hunt other human beings?! Probably like this. You pull away, slightly ignore, express awkward discomfort, and create imaginary roadblocks, like looking up figures, to make the entire request seem implausible.

Of course Lew could have also suggested the Archduke join up with the Chicago Police or the Pinkertons if he really wanted to go about killing poor immigrants with impunity and no public backlash.

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 "Ah. But, at present, working here in your famous slaughterhouse district . . . are many . . . Hungarians, not true?"

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Ah. Here we go. The question about the bison was just to lube Lew up (Lew Basnight. Lube Ass Night) for the real meat of the discussion. Human meat. Obviously, if he wanted to hunt bison . . . if that were the thing he were "really looking for in Chicago," he wouldn't have come to Chicago. But Chicago does have a large immigrant class of immigrants from a place where the Archduke would probably like to kill a few of them. He was probably annoyed that the Hungarians retained as much power as they did in the Austro-Hungarian union but he couldn't just kill them over in Europe. But here in America, where they've fled to? Oh ho! Vengeance!

Or maybe Franz didn't have any problem with Hungarians. You'd have to read historical texts to know if that were true or not and I only read Xanth novels. Maybe the Archduke simply thought, "Americans are pretty racist to ethnic minorities. I've seen how they treat the immigrant laborers. It would be daft if they didn't want me to hunt down a few!"

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 "Not around Chicago anymore, Your Highness, I'm sorry to say," Lew replied.

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Nor anywhere else, really. Maybe a few in Western Nebraska? I don't know! What am I? A wildlife historian? Oh, you don't know what I am. I assure you I am not one. The only Bison I ever knew was named Casper and he lived at Casa de Fruta when I was a kid. He was quite friendly and loved being pet on the nose. Or he hated it and was just waiting for a good opportunity to chew a kid's hand off. You could take a small train from the gift shop/RV parking area through a little tree-shaded park to the place where he lived behind a gate. He'd often come up to check out visitors. He was both soft and bristly.

Evidence of me on the Casa de Fruta train. Apparently it was quite an exciting ride.

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 "What I am really looking for in Chicago," the Archduke finally got around to confessing, "is something new and interesting to kill. At home we kill boars, bears, stags, the usual—while here in America, so I am told, are enormous herds of bison, ja?"

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Seems odd that the Archduke is looking in a city for something "new and interesting" to kill. He's obviously just looking for sex, mostly, and something to kill, leastly. Unless, of course, "heard of bison" is a euphemism for "man" in the way "learn about foreign peoples" is a euphemism for "fuck them." In America, anything can be bought or sold (up to and including people until just a few decades previous) which means somebody, somewhere, in this great land is selling the opportunity to hunt the most dangerous animal (which is man and not bison). If he really wanted some exotic game to kill (that wasn't obviously people), Ferdinand would have gone to Africa or India. Go kill a tiger or an elephant the way tacky rich Americans do when their hearts (and their penises) are incredibly small and/or dead.

According to the Internet, less than 100 bison were left by the late 1880s. That's probably why Archduke Ferdinand has a boner for killing one (also his boner is because he's horny but this is a different kind of boner).

What do you think happened to the guy who killed the last Passenger Pigeon? Do you think he felt remorse? Excitement? Apathy? I like to think he was excited at first but then as the years went by and nobody else bagged a Passenger Pigeon, he began to realize what he had done and he extincted himself with the same shotgun.