The pens are more likely for slaughter
Sheepies really do seem to be very "auditory". I had several who would come when called, and sheep who are calm and even affectionate around their owners would spook at me when I came to check 'em out or to shear them.
But sheepies are penned for protection from predators. I don't know when guardian dogs came into use. My two Great Pyrenees were wonderful dogs, as people, but were not perfect as guardians. And without guardian dogs, penning them at night would make sense now that coyotes have moved in next door. I lost two really good lambs once (I might haave used one for a stud), and coyotes were our best guess.