I really like the idea that Lil Bleater is more than meets the eye. It looks like a goat, sounds like a goat, behaves like a goat... Mostly. It is some kind of sentient entity that could kill monsters and powerful mages if it wanted to, but it likes being cared for by a witcher. Still, it likes to mess with other witchers by allowing them just a tiny glimpse of truth. Vesemir very wisely ignores all signs, going by logic of "it doesn't bother me, I don't bother it, no need to stir up shit". Lambert is on a personal mission to prove to everyone that the goat is a demon. Nobody believes him, of course. Geralt just finds Lil Bleater disturbing, but can't explain it. Enough to be suspicious, not enough to believe Lambert. Eskel thinks his family are a bunch of idiots, how could this lovely baby be anything but an absolutely adorable little girl. He doesn't notice that the goat lives longer than any goat possibly could. And if Lil Bleater eats Lambert's underwear right after Lambert successfully pranked Eskel? That's just a smart animal and pet loyalty.
Lil Bleater would absolutely kill for her witcher. In fact, on a few occasions that Eskel lost consciousness during hunts, she killed monsters before they could kill Eskel.