One of DD's Swedish friends says that it's not about 'vandals' burning the goat, but two opposing teams: one tries to torch the goat and the other tries to prevent them. Crazy Swedes! But what a good way to 'enjoy' the long winter.
In case anyone is wondering how I discovered this, it's via DD1 who knitted a miniature version of the Gälve goat as a Christmas tree ornament. She has made one for each day for GS to hang on the tree, as a kind of advent calendar.