No all lambs have that problem, even if you dock the tail or the naturally short tailed ones, like Shetlands. This stuff will become more like normal sheep p** when he starts to eat hay/grass (well hay in your case I guess, not much grass around). It is like this because he only takes in milk at the moment.
I have found that my goats are much better at cleaning their kids' backends than the ewes, but there is less wool in the way....