Does Jesus think we're stupid?
Who would leave 99 sheep alone to get in trouble on their own while you looked for one crazy sheep? It has probably already been eaten by a coyote anyway.
I mean by the time you got back with that one sheep, how many of the 99 do you think would still be there?
It's better to cut our losses and move on.
Except that God doesn't seem to be willing to do that. This parable is about the extension of grace. It's hard for us to understand from a practical perspective because sometimes grace isn't very practical.
We prefer to live in an entirely sensible world that always plays by the rules until we're the ones in need of grace.
Isaiah said it best, "All we like sheep have gone astray" (Isaiah 53:6). Maybe that's what Jesus was trying to explain to the Pharisees in the first place.