It's called biotechnology. People do it with with a similar way in other domesticated animals as well like cows and sheep with a whole range of other proteins. By that way many protein-based pharmaceuticals can be produced such as insulin for Type I diabetics and alpha 1-antitrypsin for people with emphysema.
The idea is pretty old and started from creating transgenic bacteria to produce the desired proteins. We slowly moved to other species (like mammals in this video) because of their ability to produce the proteins in a better way and because of the ease of their extraction. Making goats produce the protein in the milk means you can collect the milk and then use fairly straightforward techniques to isolate the expressed protein to purity for whatever downstream applications.
And I do not see anything wrong with that, as opposed to all those catastrophologists who comment on this video or imagine the end of the of the world because of a so called "Frankenstein goat". This can happen when people comment on matters they do not fully understand.
Science is not evil, it is always the people who misuse science (and technology)
That said, I see no difference between bronze era people extracting copper to make better tools (and also better warfare equipment) and us creating this goat to make better tools (and also better warfare equipment)......
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