Even though the Sheep were never goats, they were however at one time lost sheep. Remember the Parable Lk 15:1-6
Then drew near unto him all the publicans and sinners for to hear him.
2 And the Pharisees and scribes murmured, saying, This man receiveth sinners, and eateth with them.
3 And he spake this parable unto them, saying,
4 What man of you, having an hundred sheep, if he lose one of them, doth not leave the ninety and nine in the wilderness, and go after that which is lost, until he find it?
5 And when he hath found it, he layeth it on his shoulders, rejoicing.
6 And when he cometh home, he calleth together his friends and neighbours, saying unto them, Rejoice with me; for I have found my sheep which was lost.
This Parable portion here applies to Christ who came to seek and to find and to save everyone of His Lost Sheep Lk 19:10
10 For the Son of man is come to seek and to save that which was lost.
See even though the sheep arent goats, they are naturally first in this world estranged and alienated from God like other lost people, the goats. Eph 4:18
Having the understanding darkened, being alienated from the life of God through the ignorance that is in them, because of the blindness of their heart:
Eph 2:2-3
2 Wherein in time past ye walked according to the course of this world, according to the prince of the power of the air, the spirit that now worketh in the children of disobedience:
3 Among whom also we all had our conversation in times past in the lusts of our flesh, fulfilling the desires of the flesh and of the mind; and were by nature the children of wrath, even as others.
However because were Sheep gone astray, Our Shepherd finds us and puts us into a right fellowship with Himself and the Father 1 Jn 1:3
That which we have seen and heard declare we unto you, that ye also may have fellowship with us: and truly our fellowship is with the Father, and with his Son Jesus Christ.
While in a lost state by nature, we dont have this fellowship !