When both options were about $10,000 cheaper than they are today (2017), and I could afford it I looked hard at booking for dall sheep. Everyone was booked until 2021 or so, and I lost interest.
There are good outfits in Alaska, and I think the odds are higher in Alaska that you will hunt with a good outfitter.
Red River, South Nahanni and Ravens Throat not included, there are a lot more scheister outfits in the Yukon and NWT.
Unless you are hunting a draw a better draw unit in Alaska you will have a better hunt in the Yukon or NWT.
Weather in Alaska has a higher propensity to suck, as it is closer to the ocean.
More local pressure on the high pressure units in Alaska.
Zero to very little local pressure in the Yukon or NWT.
Helicopters and horses are more common in the Yukon or NWT saving your back and knees.
Yukon and NWT will offer more opportunity for more species beyond sheep.