It's a smart move on the goats' part to live in the harder-to-access parts of the island. There aren't very many predators here--but humans are definitely one of the most dangerous for them. The goats have somewhere safe from us, but also somewhere with enough of the rough desert vegetation to survive on.
We aren't worried about the goats. In fact, the people of this island rely on them. Goat cheese is a major export from Fuerteventura, and goat meat is part of a good majorero (Fuerteventuran) diet.