our shetlands dont try to escape unless there is no grass in their field and loads the other side of the fence. even then they only try it if the fence is really rubbish. I dont think most flocks which are bucket trained are any worse than other breeds, but they do scatter more so its more important to get bucket trained ones than to get a dog. They are smaller of course than some breeds so can fit through smaller gaps!
But on the whole, the ease of handling the smaller size when you are trying to do stuff on your own is a huge advantage and the meat is amazing, added to the fact that out of over 40 lambs born here to date, not only have I not had to intervene in any birth, I also havent even seen any lamb emerging despite checking every 5 mins! And they very rarely have more than 2 lambs either and unlike Blackfaces etc they dont give birth and then run off leaving lamb to its fate, all my 12 first time mums this year have been great mothers to their lambs.
So I reckon the positives massively outweigh the negatives!