Yes, all the editions of Burns' poems and songs that we have here show it as "give an ear" - BUT, having learned it as "lend an ear", I'm afraid that's what I sing! And my understanding of the song is that Burns was actually poking fun at the Jacobites, rather than applauding them!
And, to poke fun even more, I saw a West Lothian band sing this song, with the lead singer wearing a pair of giant-size, clip-on plastic ears!