Ian my understanding is they were hunted to extinction there then reintroduced during the 1970s. In the late 70s or early 80s my grandfather went hiking there and saw them. Back then they were so tame he could pet them. He said he would scratch this one Ewe's neck and when he stopped she would head but him!
I forgot to mention there were also one or two random Elk hanging out in the middle of the sheep herd, I think they show up in one picture.
I might have just had good luck but that's more wildlife then I've ever seen on a Pecos trip. My theory is the snow in the shady areas (i.e. the forest) may have been pushing them out into more open areas where they were more visible.