Baseball is played in Korea, Japan, the Philippines, Taiwan, and all across the Americas. The national game of Finland is Pesäpallo which is a more condensed version of the game with an extra base. Baseball was even an Olympic sport until 2012 when it was deemed "too American" even though the US only won a single gold medal and two bronzes. Cuba won 3 golds while it was an Olympic sport.
Sheepy went with baseball because the stats are easy to code. Each inning and frame have relatively easy algorithms to determine outcomes. A single pitcher vs a series of batters every inning with only a few possible outcomes means that it is remarkably easier for Sheepy.