Actually no, the fact that you can shear sheep comes out of the fact that sheep have evolved to shed their wool.
When it gets into warmer weather and it's time to shear them, their wool starts to thin, and you get a "rise" - a layer about 5-8mm deep where the individual hairs are about half of their normal thickness. In the wild, these hairs would break and the sheep would shed all its wool in great chunks, but it also makes it a lot easier to shear.
If you've tried cutting the "normal" fleece with hand shears you'll know how hard it is, and it will absolutely destroy mechanical clippers.
That's not to say that sheep haven't been selectively bred to have a good rise, as well as other desirable characteristics - it's not dog breeding, no-one is trying to select for a deformed snuffly nose to please a dog show judge - but the rise was there before they were domesticated, or they likely wouldn't have survived.