There is no logic that disallows for changing a goal that has been added to a review. An employee can even change name, description, simply anything on goals that are assigned to completed reviews. I understand the goals need to remain editable because they reused in multiple reviews.
And thus, the best option to keep the goals "fixed" with a specific review, is having the reviews journalized either way listed below:
1. upon printing the review
2. upon completing the "Approve review" step in the approval workflow
3. using an automated task in the approval workflow - most preferred one
The review journal would make a an actual copy of all fields (incl. the goal details) in the review to a review journal. This would fix the goal details at a certain point in time.
Let's add the review journal capability to make the review process more consistent.