Mine have never tried too hard to escape, as long as they have food available. They are very agile though so I'm sure if you give them a reason to escape they will manage it with no bother.
I have had one 4? month old lamb escape from a closed trailer though (P6e, ramp up), and my lambs do have a tendency to walk through gates when they are young. So meshed gates would be especially important if your fields join onto someone elses land or roads etc.