More questions:
How come goats require shelter from the rain and sheep don't? I thought goats were hardier animals than sheep?
I agree as regards tethering but maybe a short holiday (supervised) and a change of diet might not be cruel? I know of someone who keeps a tethered goat and I might be able to borrow him.
Goat's have a central parting in their coat, which means that if they get rained on, the water gets through to their skin and they can get pneumonia far easier than another animal. They are not waterproof, and need access to shelter.
Horses, cattle and sheep all don't have a central parting, they have a panel of of hair or fleece across their back which keeps their skin dry.
Beth