Is It a Male Thing?

I have 2 daughters and 1 son.  Paxton is the baby of the family.  When he was small I had so much trouble keeping up with him in stores.  It is terrifying to lose a 3 year old in a mall.  So I bought him one of those leashes that Velcros to the child's wrist and the parent holds the loop on the end. That was in the late 80's; there are much more clever "leashes" now, like monkey backpacks with a leash. Well, for Paxton that was not going to happen.  He said I could put the leash on my wrist and he would hold it.  Since the results "could" be the same, I was happy with that. But he could not let go or he would have to wear it. That worked fine; "he was in charge" sort of.

With goats, I first got 2 does when they were less than 2 weeks old.  When they were a couple of months old, they walked beautifully on a leash.  






Now Billy Shakespeare is 11 weeks old and getting a little big to carry, so I wanted him to learn to walk on a leash.  Again, I'm having trouble with who is in charge.