They don't want it to wander into the road and cause an accident.

The story says it's in the median. Somehow it survived crossing the highway to get there -- it might not be so lucky when it decides to leave for a greener pasture (or the winter). Someone go pick it up and take it to the Big E.

Don't they like to live with other sheep or something?

Maybe afraid they'll get shorn off too quickly? Too sheepish to jump into the bahnyahd? Bad puns give them the woolies? Don't want to get penned in? Waiting for someone else to farm out the comments? Think it's too much of a chore? Worried about trespassing on some other man's field? Just figuring they'll wait until the cows come home?

(Think that's enough?)

...the grass is always greener on the other side.

As jokes go, that was average.

that sheep mostly like to be with their phlox.

Thanks for mutton!