Because goats produce their own spinnable fibre – notably the Cashmere goat breeds and the Angora goat, which produce cashmere and mohair respectively. Yes, mohair – not angora, which is produced by the Angora rabbit.
Historically, or rather paleoagriculturally, sheep appear to have been bred primarily for their wool, whereas goats seem to have been bred primarily for milk, although there are such things as milk sheep and, clearly, fibre goats. I can only hazard a guess that the primitive sheep domesticated by our ancestors must have produced more fibre than goats did*, and/or that primitive domesticated goats had more milk or were easier to milk than sheep
Yep, definitely easier to milk the goat.
* – The Jacob sheep, a relatively primitive breed, produces about 2–3kg fleece, whereas (modern) Cashmere goats produce only 1kg.
Angora goat fibre, aka mohair, has its own qualities. It’s primarily used for making suits as it’s quite hardy, but it’s not usually suitable for next-to-skin garments.
Meanwhile, in the sheep world, there’s a humongous range of qualities. Merino and Blue-faced Leicester for under-clothing and babywear, Wensleydale for silk-like, drapey clothing, Icelandic for sturdy cold-weather outerwear, Shetland for lightweight but warm socks and sweaters, Scottish Blackfaced for carpetting, through to mixed-breed meat-sheep’s scraggly fleece that’s only good for house insulation or composting.
Goat genes would add nothing that isn’t already available in one or other sheep breed.
Mohair is not wool, as such. Wool, strictly speaking, is a seasonally-growing undercoat from sheep, although the term is often used more widely to include fluffy undercoats from many other animals, including yak and buffalo.
Mohair is a hair fibre from the Angora goat. It has a silk-like sheen, dyes well, and does not felt. It is also very sturdy compared to similar-quality sheep’s wool, and for that reason is often used to make outerwear, and, historically, soldiers’ uniforms.