They are dumb animals, unable to care for themselves. If sheep do not have the constant care of a shepherd, they will go the wrong way, unaware of the dangers at hand. They have been known to nibble themselves right off the side of a mountain. They will overgraze the land and run out of food unless the shepherd leads them to new pastures. If they are led to proper pastures, they will obliviously eat or drink things that are disastrous to them.
Sheep easily fall prey to predators, and when they do, they are virtually defenseless.
Sheep can also become cast down and, in that state, panic and die. And so, because sheep are sheep, they need shepherds to care for them. The welfare of sheep depends solely upon the care they get from their shepherd. Therefore, the better the shepherd, the healthier the sheep. God designed us so that we would see our need.