I have a feeling horses and goats tend to have different worms, that the other species cannot get- but I could be wrong on that. Lots of people keep goats with horses- introduce them carefully though as if the horses get annoyed they can easily bite at an ear! I am not joking- we had a horse in the field next door to us who used to bite at ears- he didn't get any of our kids, but he got a lamb one day and you could see three tooth marks neatly bitten out of his ear.
Beth