The leader has to be more attentive of the group's environment than a follower who can basically doze off standing/walking while its swarming reflexes take over. Reminds me of how a group of cyclists (or a formation of geese) will take turns at the lead position in the wind, spreading the work for overcoming drag. It's not about physical work for sheep, but mental stress can be just as taxing. And chances are that the lead sheep won't graze as efficient while being distracted by leadership decisions as it would while just tagging along (focusing more on which grass cluster looks more delicious?) and then it's just as meaningful you balance the load as it would be between cyclists, or geese (geese actually do the same also on the ground, but there it's not just the mental load, those currently on guard duty actually don't feed at all because the stretch themselves as high as they can to get a better view)