Silkworms are killed in the production of silk whereas simply milking the goats would let a kind of continuous process happen. It would still need to be untangled and spun which is a pain, but that would hopefully make for a better industrial process than vapour cooking tons of insects, which is also icky.
The article actually mentions that goats may be on the outs as they are looking at producing spider silk from silkworms now
“Clearly for quantity the silkworms will always win but for material properties, we are very close or superior in most cases,” Dr Lewis writes.
That is in fairness a pretty weak response. Being "very close" in quality to another solution which can produce in greater bulk isn't useful, unless you anticipate outdoing it in the future. In what proportion of usecases are they actually superior, I wonder?