Some of the Soays did have hair mains. Interesting thing, at the Cotswold Farm Park they do not selectively breed the Soays. Rather they leave all the rams and ewes together, as was the historical way, and a head ram breeds all the ewes every year until another ram takes over. (I think that they had a flock of about 50 Soay ewes.) That way they do not change the breed.
The Soays have a very light fleece-they are not shorn (at the Cotswold Farm Park), but if they were I would guess only 1/2# of wool.
The Cotswold Farm Park has a website http://www.cotswoldfarmpark.co.uk/rare-breeds-animals.php?id=sheep-primitive They also have other rare breeds of sheep including Shetlands, North Ronaldsay, Castlemilk Moorit, Herdwick and several other rare breeds of sheep. They also have a variety of rare breeds of cattle, horses, goats, and pigs. They also run a large flock of commercial ewes .