Don't feel guilty. A male lamb has 3 'options'. If they come froma good bloodline, and show promise, they might get to be a breeding ram. But you only need one per flock (if that, you could use AI), so that's rare. The leftovers get castrated (and are called wethers) and are good for two things only - wool and meat. Fleeces prices are a joke they are so low, as I understand it, so unless they are a special rare breed, they're not going to be worth keeping beyond a first shearing. And that only leaves meat. And since you can't choose to have just ewe lambs, the boy are going to end up killed anyway, you might as well do it when they are fattened and eat them...
Ewe lambs might have more chance of going for breeding, or milk, if it's a specialist farmer, but they can't keep them all...
There wouldn't be sheep in this country if we didn't eat them, they aren't native.
My friend has a tiny flock of Shetlands, and she's had 7 or 8 lambs in the last month. A couple might replace the older breeding stock and she might increase her herd size by one or two, but I think most will end up as chops having given their first fleece (she spins her own, so isn't so bothered about getting a price for the wool), and very good chops they are too.