There is a difference between healthy skinny (for a dairy animal) and too thin. It is also quite difficult to improve on that when the goat is milked daily - she will put all of her energy into milk... What breed (or cross breed) is she? My GG's weigh between 40 and a good 50kgs, and my largest BT type cross is about 90kgs - and still showing her ribs!
I would however definitely get her tested for a) Johne's (see previous thread from Fiestyredhead) and b) for liverfluke. This is more to rule other explanations for skinnyness out.
If she had a difficult upbringing so to speak - repeated infections from cocci, maybe worms etc her guts and whole digestive system may be damaged, and therefore food absorption may be quite bad. If she is otherwise healthy, happy to be milk and has a sheen to her coat/eyes - then she is just a good milker! But it would be advisable to rest her for a while before putting her back in kid, so if you want to kid her next spring I would dry her off asap and feed up a bit.
Please don't feed haylage instead of hay - listeriosis is distinct possibility with most likely fatal results. I know that many large scale goatbreeders/dairy units have to feed haylage for cost reasons, but in their case the death of the odd goat is not as important as it would be for you. Haylage could be fine, but you cannot see the bacteria and once diagnosed it is usually too late.