While it's OK, she's apparently not OK with it.
Cats love fat & cream, for many of the same reasons people like it. But cats, like people, are not good at processing lactose. Goat's milk is much more like human milk, but it's more sour (like human milk) which is why it's less popular. Anyway, while a human can eat ice cream and be gassy and uncomfortable, a cat will take it much harder, so definitely stick with "cat oriented" milk if you want to offer it up as a treat.
However, since it's not as tasty as cow's milk, your cat may not be into it if she's never had anything like it in the past. I'm not surprised she's not to into a new food item. Just remember that if she does get into it, milk counts as a food, not water.