Pardon my ignorance, but is 'sheep hunting' a thing? It doesn't sound very challenging to me.... neither would cow hunting, for example.
In North America sheep hunting (bighorn, wild sheep) is not only “a thing” but it’s a very much a rich man’s game. While a regular person can indeed draw a tag and hunt, the drawing odds are astronomical. However, if you have deep pockets, nearly every management entity (usual a state fish and game commission or department) offers some form of high bidder tag (often called a Governors Tag) with the proceeds funding wild sheep programs.
All of this sounds quite nice, until you get into the details of the tags. Whereas a normal tag is for a set period of time, and a specific geographical unit, the governors tags are often valid for an extremely extended season, and multiple units, sometimes statewide. Add on that particularly impressing rams are homebodies, and often those home ranges are the exclusive or near exclusive hunting concession of a single outfitter - there is big money involved. Not only that, unlike many record heads, sheep are often named for the shooter.
So it would work somehting like this. Doctor Moneypockets is high bidder for a state sheep tag, in a state currently known to have a potential world record sheep. Once he pays the bargain sum of $50,000 for the tag, he contracts with the outfitter and they decide that in two months, when his schedule is the most clear, Dr Moneypockets will fly out and shoot the ram. During those two months the outfitter hires some local guides that do nothing except live in the mountains and keep tabs on the ram. If some lowly peasant has also drawn a tag for that area and manages to scout the super ram, those guides will legally interfere, maybe spooking the ram so they can relocate later. The day arrives, and so does Dr Moneypockets, he helicopters in, spends a day or two on the mountain becuase they know exactly where the ram is. After shooting he hands a nice large wad of cash to the outfitter and the guides, then proceeds to let the wild sheep society know that the “Moneypockets Ram” has been taken and will be officially measured after the drying period.
That this gentleman was starting a captive breeding program to create potential giant horned sheep was about cashing in on that immense revenue stream. A giant sheep shot in a high fenced pasture would never be eligible for recognition, so at some point this individual was surely going to get these bloodlines out into the wild.