Not many people realize they do XD Tails can bring BIG problems for sheep especially around here so most people band the tails. Mine are actually scheduled to be banded, and the male neutered tomorrow and the adults are all getting shaved.
Tails can get VERY nasty and cause something called flystrike. Basically flies are attracted to the mess on the tail and end up laying maggots in it that eat their way into the sheep. Very gory. Hence theyre safer with no tails.