People buy gold sovereigns for a variety of reasons, some buy to collect and others as an investment, but whatever your reason the one common element that collectors have is that they want to keep the sovereigns in the best possible condition, so they look attractive and keep their value. As gold is a noble metal it doesn't suffer from corrosion and tarnishing like some other metals and certainly is not affected by static, so this being the case it makes the storage of your gold sovereigns rather easy. It will require no special packaging or moisture controlled environments, so you can simply leave it on the shelf at home or in the drawer. Knowing this, the original question can be answered, anti static bags are not needed when storing your gold sovereigns.
In fact these bags are mainly used to store, pack and transport electronic components that are sensitive to electrostatic charge, exposure to static can damage the components and they require fixing or worse cannot be used anymore. The bags protect the component by wrapping it in what is known as a Faraday Cage which allows any electrostatic charge to flow around the component using the bag without touching it, and thus no damage. So it would seem that the storage and care of your gold sovereign is a lot easier than the storage and care of an electronic component which requires a number of anti static products.