The entire premise of a “zonk” is that the contestant would be disappointed. Goats were a common “zonk,” and it’s assumed most contestants would have no ability to house, and no use for, a domestic goat.

According to an interview with Monty Hall, several contestants actually decided to keep the animals; although rare, it was allowed since the animals were offered as prizes (and they were a lot more expensive than the consolation cash prize).

from the explainxkcd link, emphasis mine.