Is there any historical explanation for the joke that the Welsh have sex with sheep?

by Rawem

If it's only because there's a lot of sheep in Wales I'm disappointed.

Also apologies in advance for any Welsh who feel offended by this question, this was not my intention and I'm sorry.

I saw this was posted only once before, two years ago without any replies so I'm hoping someone will answer this time!

ISpyStrangers

Is there any truth to the story that sheep rustling was punishable by death in England, so any Welshman caught attempting a theft was better off saying he had come to have sex with the animal, not steal it?