I am no expert but Dall Sheep are thin skinned and light boned. Why would you expect a 210 grain bullet and think it should have opened up. 2 years ago I got to hunt doe antelope before I started my elk hunt. I used my 300 wsm with 180gr TSX and knew it would just poke thru. When it came to my 12 year old 6x6 bull my first shot was low and back and he still bedded within sight allowing me to follow up with a better shot. My 500# black bear was on a dead run when I shot him thru both shoulders 138 yards, he flipped head over butt dead.
I think a lot of people are not following Barne's directions to hunt with a lighter grain to let the copper open up.
Used the 80gr TTSX on my buck antelope this past fall and at 284 yards it destroyed the lungs and hear, shredded mess. This year Ive dropped down to the 165 gr TTSX for my Elk/Bear 1st season hunt and 2nd season mule deer.
Life is Short; Live, love, Hunt
270 Winchester.......Jack had it right