The creature responds to his defiance with a curious look. "All I am doing is bringing out what is already in you," it responds mildly. "Such feelings are nothing to fear, nothing to be ashamed of, or even to avoid. They are even useful to helping you in your quest for spirituality, though many try to pretend otherwise."
The Fool gestures angrily at the chained men and women, "You say that even though these are clearly enslaved to the material world?"
The Goat-god mimics the Fool's gesture. "Take another look." The Fool does so, and realizes that the chained collars the men and women wear are wide enough for them to easily slip off over their heads. "They can be free if they wish to be," the Goat-god says, "They remain here because they want to be controlled by their base, bestial desires. There are, however, others…."
At this the Goat-god gestures upward, toward the peak of the mountain. "…Others who have used these same impulses to climb to the highest heights. If they had denied their desires they'd never have gotten there."
On hearing this, the Fool sees that he has mistaken the Goat-god. This is not a creature of evil as he thought, but of great power, the lowest and the highest, both of beast and god. Like all power, it is frightening, and dangerous...but it is also a key to freedom and transcendence.