Escape, wandering, screaming all day, refusing to eat, deciding to destroy things, behavioral problems towards you...I'm sure I'm missing some. Disbudded small breed wethers are cheap and plentiful. Also frequently long lived. If you need a milker's companion it's cheaper to buy and keep one of them than to fix your car's hood or the screen door on your house are the two more light hearted things I've seen over and over again.
They're herd animals. Sentencing a member of species that you are supposed to work in harmony with to ensure mutual happiness to a lonely existence is unwise, especially if you want to be happy. Quite bluntly, if those are your target animal husbandry conditions, you'll find that few breeders would sell to you and none should. The risk to their animal's well being would be too great (and the risk of them getting it back or it getting sick or killed would be too high).
Goat keeping is like a contract. Goat signs, and you sign. Keeping them alone, just as not feeding, watering, or not providing shelter, breaks the contract, and the goat is free to get sick and die or wreak havoc.
Rarely will a goat be content to live alone.
