therefore causing the Sahara desert to form?
I heard this on the history channel one time, but I can’t find any proof of it.
Sounds reasonable due to I just found out that sheep are one of the few animals that can’t do anything for themselves and that without a shepard they won’t even move or go anywhere.
All they do is graze away it is said that they are one of the few animals that can’t even find water by themselves.
Overgrazing in low-rainfall areas, by sheep, goats, and cattle, is a very serious problem worldwide.
There are two issues with sheep going feral, neither having to do with stupidity. One is that they have been bred for millennia to not shed their wool in spring like their forebears. Thus they must be sheared by human beings, otherwise their wool simply builds up year after year. Some primitive domestic sheep breeds can shed their wool if not sheared. Other breeds, called hair sheep, shed just like wild sheep. They are gaining in popularity as wool demand fails. There is at least one hair sheep breed mainly used as game animals – they are bred and released to be hunted. The males have massive trophy horns.
The main issue with sheep going feral is predators. Sheep are easier to catch than deer, so they are targets for coyotes, wolves, and mountain lions, in North America. This is the reason they need shepherds with them in range conditions, at all times. Feral populations of sheep are generally on islands with no large predators. One of the biggest reasons for the sheep industry moving to Australia and New Zealand is the lack of predator pressure there.
I have a friend who ranches sheep on the Canadian prairie and her flock of about 1000 lives outside all round the year. She runs livestock guardian dogs with them to protect them from the coyotes, but otherwise, they find their own shade, water, and feed in one of the harshest climates in North America.
Huh, dingoes didn’t eat their baa-baa? 
This Wiki article blames an axis shift in around 1600 BC which caused enough of a climate change that the Sahara became more arid. But I suspect that grasslands, other than near the Nile, have not been common in the memory of mankind. Fossils of dinosaurs have been found in the most arid regions of the Sahara, but that predates the last ice age by quite a lot.
The desert continues to expand into the semi-arid region known as the Sahel, largely due to deforestation for fuel, shelter and food crop planting. For instance, you don’t have to get far from the Niger River in Mali to find yourself in desert-like conditions.
Obligatory mention of Shrek, the New Zealand sheep who went on the lam for six years before being captured. Surprisingly there is no pre-shearing photo of him at that Wikipedia page, but there are plenty elsewhere on the interwebz.
Herodotus mentions rhinos and the like grazing in what’s now the Sahara, the existence of Lake Tritonis and so on. Clearly as recently as the fifth century BC the climate of the sahara was radically different.
They do posses an almost supernatural ability for getting their heads stuck in fences, however.