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My understanding — but there's a lot of nonsense spoken and written about sheep in the Holy Land 2k years ago — is that the sheep were sometimes put in "folds" at night; and flocks were mingled. The folds were in common. Then in the morning the various herders would assemble and the fold would be opened and the sheep (and this is not as implausible as it sounds) would recognize their shepherd by the sound of his voice and would follow him out to graze for the day.

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.