The vet is right in that tapeworms mostly cause carcase damage in parts the abattoir remove - liver, lungs, etc - and you generally do not get any deduction for this.
Also. treating the sheep has limited effect; the way to control tapeworm is to stop the eggs being there for the sheep to eat, which means controlling infected dog poo.
It is possible that a cyst could form where it would cause clinical symptoms, even death, so it's worth keeping all your dogs wormed properly so that there is no source of reinfection in the sheep.