I watched border collie trials in Ireland last month and was very touched at the end, when the sheep were herded into their pen and immediately cuddled up to each other. There was plenty of space, but they stuck together. The owner of the farm (Kissane Sheep Farm) said they were seeking comfort after being chased about by the dogs. I would feel the same way, and I found the sight of them huddled quite sweet, especially the gal (I think it's a gal) in the middle resting her head on a friend.