On second thought, I do use goals, but only very short-term ones. For instance, I will play through at this tempo and catch all mistakes I make, so I can practise them separately. Or, now I'll focus on technique, in particular the end and the beginning of each phrase. Or, I will start learning to play each section a bit faster.
However, sometimes I need to change the goal, for instance when the goal is to focus on technique and I make not one but five mistakes, or I make a recurring mistake, I need to stop and take care of the mistakes first, before returning to the goal of working on technique.
I think that Noa Kageyama would call them process-oriented learning goals.
They are the only ones that makes sense to me, when I don't do life performances or exams.