Some sheep, like Shetlands, have "clean" legs--no wool grows on them, just real short hair. I don't know about Southdowns, but if wool grows on their legs and they were mine, it would come off. Leg wool is usually trash, no matter what the breed, but it needs to come off to remove tags and debris. Sometimes breed standards aren't necessarily in the animals best interest. But if you are planning on showing these, then you will need to conform to be competitive.