How do you safely defrost a whole lamb?
Food safety rules are written around the ways bacteria reproduce, not around the chefs' convenience. There is no difference in the speed of getting unsafe between different types of meat (or any other type of non-shelf-stable food). Yes, the lamb is also meant to be defrosted in the fridge. And cooking from frozen is indeed not an option.
So yes, you are meant to defrost it in the fridge. You could do it whole, or you could remove parts of it while still frozen and defrost these, then cook, while the rest stays in the freezer. If you don't have the equipment to do either of that, then your kitchen is simply not ready to deal with buying a whole lamb.
I don't doubt that there are many people who buy it and defrost it outside of the fridge, they just either don't know the food safety rules or make the decision to not follow them.