Where does many go for wool and come home shorn come from?

The phrase "Where does many go for wool and come home shorn" is a proverb that suggests individuals often seek something desirable but end up worse off or with less than they had before. It originates from the idea that a sheep goes to the shearing for its wool, returning without it. This saying serves as a warning about the potential consequences of being overly ambitious or taking risks without considering the possible losses involved.