This is not proven or scientific...... we have found that if you get an animal cleaned out of a worm load, it will seem to have a better response to any kind of worm preventatives in the future including natural and their own body's response.
That said, a couple of questions. Is this an animal that is new to you? If you are bringing home an animal that has a worm load, and you worm it; make sure you do it where you can basically clean up the manure like a dirt lot. Not every worm or egg will be killed by the worming and you do not want any of that dropping into the pastures where eggs can hatch and larvae climb onto the grass stems to be ingested by a grazing animal.
You may find that an animal that has a worm load, will be more susceptible to worms in the future. Some do not have much resistance. We have been culling our sheep over the years for three things. First off we breed White Texas Dall sheep so horns on the rams are most important. The second thing is foot problems. The third is worm susceptibility. If the lambs are wormy, and they often get them, if they are treated and then seem to get them again or seem to be chronic problems, they go to market.
We also use DE in our feed and mineral and it has stopped alot of the problems. I am a big believer in it and we have had random fecals done over the years at the vets for worms/eggs in our sheep and cattle. In fact we seldom ever worm the cattle unless they are a purchased animal. We did worm a group of feeder calves that had some other problems and it has helped them to get going better, but that is the exception. They will be sold shortly and the barn where they have been coming in to feed will get cleaned and it will get put out on a crop field where no animal will be grazing (no fences) and will fertilize the ground for next years crops.
Our sheep flock is basically a closed one since you seldom ever see them unless you go specifically to a breeder, so we are not reintroducing problems into ours.