There were no sheep before humans created them. Sheep have evolved through domestication by humans. And one of the features we have deliberatly bread is a genetic disease which makes sheep unable to shead their wool when it grows too long. Not all sheep races have this disese though so in places where they do not regularly sheer their sheep they have sheep races which will shead their wool just like most other animals. There are also medicine you can give the sheep which cause them to shead their wool which can be useful in some cases.
No, we bred them to be that way. Original sheep that lived 15’000 years ago were of course able to live in the wild and didn’t have fur as thick as modern sheep. Then someone thought that this fur looks nice and warm and decided to steal it from the sheep, until someone else noticed that when two sheep wit a lot of fur have a child, that child has just as much or even more fur! By repeatedly mating sheep that had lots of fur, the modern sheep came out.
Sheep have been selectively bred by humans to have extremely large coats. If humans were to disappear, modern sheep would not be able to survive very well in the wild due to their huge coats. Assuming a few of them managed to survive, they would quickly evolve back towards having shorter thinner coats.
The ancestors of modern sheep had much shorter thinner coats. Breeding sheep to have longer thicker coats was useful for humans because we got more wool per sheep. The domestic sheep don’t have to worry about surviving in nature because humans shelter, feed, and shear them.
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