Hypothetically speaking if one is trained in controlling war-steeds then it wouldn't be a terrible leap to think those individuals capable of mastering the art of training other mounts, in this case goats, to perform new tricks.
The problem would be finding mounts of the correct stock. Super sturdy mountain goats! And there are some of those in the game. You normally do not ride them as they are wild... but much as the Rohirrim capture wild ponies to train them for battle, I too would venture into various mountains to train a war goat.
Hell, make it lore-master specific. Like if they trait enough in blue line make it so they can train goats for combat and a new legendary quest (a pet goat one cannot ride.)
I'd love to add a war goat to my pile of companions for my ultimate ability on Thurenion.
[B]Retainer of Silverlode's inactive kinship Honor and Glory
[/B][B]Member of Lords of Brotherhood[/B]
Thurenion [85 LM] - Bandobro Bullroller [85 WDN] - Ryk [85 CPT] - Aefrith [61 BRG]
Guilded Eastemnet Master of all crafting professions.