/data command won't attach leash

Using the /data command I cannot attach a leash to an entity. To reproduce:

• Summon a sheep (or any other entity, afaict)

• /data modify entity @n[type=sheep] leash set from entity @s UUID

It will say the data was modified, but no leash appears. If attach the leash manually, and run /data get entity @n[type=sheep] leash, it shows my UUID. But the above command doesn’t set that value (a /data get command returns “Found no…”).