Any kind of change in their regular diet can cause their poop to be that way...a little too moist. Just make sure they have plenty of roughage and that you don't introduce a new type of feed too much and too soon.
With sheep, it's always best to go slow with feed/diet changes. My gals will get feces that look that way for a time or two if they have a treat like veggie scraps or when get a little feed/grains.