If carefully introduced to each other I can't see a problem with horses and goats sharing, not sure horned goats would be that good though.... but goats (usually wethers) have been used in the past (and still are) as companion to horses, often highly strung race horses or where only one horse is being kept on its own.
However my smallholding criterium is that every animal has to contribute to my holding - be that food (goats, sheep, pigs, poultry, geese) or rhodent control (cat). If the "employment contract" only states - grass/gorse control...
Even pet goats should be vaccinated, wormed/fluked if necessary, fed hay and probably some form concentrate (while they are still growing, probably just some Alpha or REadigrass) and need access to shelter at all times... you may as well milk/eat them and get some worthwhile return on your investment...