i think in mythology in general if you have some parts of your body look like the devil or devil-like figure's corresponding body parts you are supposed to be bad, and so you have a preponderance of goat-man hybrid creatures and devil-goat features, since goat is the blown out resistor between the corporeal and spiritual realm and anything can short circuit through there
and then with language we made Greatest Of All Time -> G.O.A.T. -> goat then we have done another linguistic croissant layer folded on top where we are now calling our best goats and hooking them up to the short circuit of the divine. to become a cultural hero is to become a goat, entering the pantheon of demonic beings neither of our world nor another
@jonny yes it's always the fairies always getting into the cosmological woodworks and making a mess of things, as we are wont to do