My first thought was, "I hope it isn't sterile." If goat/sheep hybrids are this rare then a fertile "bridge" (even in one direction) would be of some scientific (and agricultural) interest.
It might also be of benefit to introduce it's genes back into the population. Diversity is usually good and maybe goats have some genes that are beneficial to sheep or vice versa. As far as I know, most hybrids are sterile though.
While mules are overwhelmingly sterile, I thought it was neat to learn that there are instances of fertile female mules, though no male ones are on record as having been fertile.
With fertile female individuals I'm amazed (would be amazed if?) people haven't made an effort to breed and maintain animals right along the spectrum (or at least one half of it.)
There are only 60 known instances of fertile female mules in the last 500 years, according to Wikipedia, and they don't breed true - their offspring appear phenotypically to be pure donkeys or pure horses.
quoting: "Darwinism – An Exposition Of The Theory Of Natural Selection With Some Of Its Applications (1889)"
"It has been long known to shepherds, though questioned by naturalists, that the progeny of the cross between the sheep and goat is fertile. Breeds of this mixed race are numerous in the north of Europe.""