It's a serious lapse in logic, really.
If the Welsh shag sheep, and Welshy (who is the embodiment of all things Wales) is a sheep, then that would make him fuck himself. If he does that, it's a sheep fucking a sheep, which is not normal in Wales. Not normal at all. So the only way to balance that out is to have another Welshman come in, but that would make it a Welshman fucking another Welshman, which is also not normal, as they only fuck sheep.
Has your brain melted yet?