Wild Burros Killed As "Wildlife Management"However, once State governments became aware of just how potentially lucrative the Big Horn Sheep hunt could be, (with licences fetching up to $100,000 each at auctions), burros became a nuisance creature that needed to be dealt with. All of a sudden we hear that they are a threat to water supplies, their populations are too high, and of course a threat to the precious Big Horn Sheep gold mine.