Yeah, this is where things get even more confusing. Here are the logo for the Year of the Caprid Transformers:
Autobot logo
Decepticon logo
You will notice that on the right hand side of both logos is this character: 羊, which, on its own, means "sheep."
The word for "goat" looks like this: 野羊 (or 山羊).
I just asked my wife who's a native Chinese speaker, and she confirmed that it's the same in Chinese (羊 = sheep, 山羊 = goat).

While the English text on the packaging may say "goat," the Chinese character on the logos say "sheep." So the official packaging refers to both. I have no idea why, but there you have it.