It's been found that, in some who are only mildly lactose intolerant, they're able to drink goat milk and eat cheese made of the milk, without issues.
Of course, for those who are severely intolerant, they cannot have goat milk either as goat milk also has lactose, but as the fats are smaller in size from what cows milk has, it's a little easier to digest.
RE: Challenge #04185-K167: The All-Purpose Animal