I agree, Like storing winter fodder, equipment, etc, sheds will increase there long term quality and life. of anything they store.They don't have to have sheds but in a lot of places sheds make the farm much more productive and so are a good investment
So while sheds are optional for sheep they have many benefits making them a worth while investment even if not for sheep’s use directly. But once you have one you will find it has many benefits including at lambing time.