But Christ will bring all of His sheep into the fold.
Christ doesn't lose His sheep, I agree. But what if the sheep lose Him? What if a sheep deliberately wants to wander off and fall down a cliff? What if the sheep no longer wants to be a sheep, and now wants to be a wolf instead? If a sheep is bound and determined to turn his back on the Shepherd and leave the fold and never desires nor seeks to return, then the sheep will not be part of the Kingdom.
Then the good Shepherd is unable to keep all that the Father has given him. As someone once helpfully pointed out, the question is not "Can a Christian lose his salvation?", but rather "Can Christ lose a Christian?"
Those who appear to be Christians, but who fall away and never desire nor seek to return were never His sheep in the first place. Jesus says it like this:
"Many will say to me in that day, Lord, Lord, have we not prophesied in thy name? and in thy name have cast out devils? and in thy name done many wonderful works? And then will I profess unto them, I never knew you: depart from me, ye that work iniquity."
Matt 7:22-23