“What man of you, having a hundred sheep, if he loses one of them, does not leave the ninety-nine in the wilderness, and go after the one which is lost until he finds it? And when he has found it, he lays it on his shoulders, rejoicing.”
Luke 15:4-5

Jesus was being criticized for interacting with sinful people. He answered His detractors with a parable about the search for lost sheep. Note the following:

There is not as much attention focused on those in the flock — they are safe. There is special attention given to seeking the one that is lost.
The shepherd “goes after” the lost sheep. I like the phrase, “goes after.” It speaks of hot pursuit.
The shepherd pursues the lost sheep “until he finds it.” The hunt is not for a period of time, after which, hope is lost and the search abandoned. No, the shepherd seeks until he finds his lost sheep.
When the sheep is found, the shepherd carries it home. He doesn’t scold or beat the sheep. He carries it. Think about that. The lost sheep is probably a bit shaken up — maybe wounded to some degree. There will be time for lessons about not wandering later. For now, the shepherd gathers his sheep into his arms — and carries it.
Though the shepherd’s patience has been tried through the ordeal, and he rejoices that the lost sheep has been found. He is not as put off with having been put out as he is relieved that the lost sheep has been restored.

This is why so often Jesus was, and is, seen in the company of sinners. He is seeking His lost sheep.