I would really like to write a story based on this, but I feel like it may have been done.
(Update: Potential title: “Baaad Boys”)
(Second Update: Potential line of dialogue: “Okay, men, now get out there and get your goat!”)
(Third Update: “Kids these days. . .”)
Sounds reasonable to me that the goat would have had to change temporarily into a human, in order to steal the car.