Excuse me, Brother-Captain, but I've been reading up on the ancient pre-Emperor lore of Holy Terra. I've come across the Greco-Roman myth of the chimera: part lion, part snake, and part goat. I can see why a lion and snake are dangerous, but why a goat?
It's a symbolic thing. Goats, with how they eat everything, ruin fertile fields and turn them into wastelands. So they're associated with destruction, even if they're not particularly deadly. It's to represent how the chimera is not just a monster but an abomination that ruins the world by its mere presence.
The goat is frightening to the common man as its head is on the same level as their crotch, and armed with durable horns. You likely do not know of this particular discomfort, as you have never had any testicles, Brother Leandros.
Ramming horns, giving the creature multiple avenues of attack each beast composing it lacks. The goat head can ram its foes, the lion can bite and claw, and the snake can bite and constrict. They should've added poisonous stingers or something. Would make for an incredible challenge, brother.
You've never encountered a full-grown alpha-male goat, have you Brother?
That same ancient Terran culture named their god of war after their word for "male sheep", and male goats are every bit as large, aggressive and dangerous as any ram, while being on average less domesticated and more suited to survival in the wilderness too.
Because you're thinking of the domestic goat, not true Capra (Ibexes mostly). Think of the difference between a domestic dog and a wolf.
There's a reason that goats, rams, horses, and stags were as worthy and common on ancient Terran heraldry as wolves, bears, lions, and dragons.