Their cousins in the wild are extremely challenging to hunt. Especially since they are pretty rare and range across massive areas. Hybridization is one method of causing a species to become functionally extinct.
These are wild sheep not the domesticated sheep check out the picture at the beginning of the article. The difficulty is in finding them most of the time and getting close enough to shoot them ethically. A failed hunt is basically a long back country hiking vacation, a successful one isn't much different it just includes a shoot, some basic butchery, and a hike back out with even more weight.
https://en.wikipedia.org/wiki/Bighorn_sheep
https://www.montana.edu/screel/teaching/bioe-440r-521/docume...