The relationship between Goal and Consequence is that they are opposite sides of a 'single coin', so to speak. One way to look at it is if the outcome is success, the goal is achieved and the consequence averted; if the outcome is failure, the goal is not achieved and the consequence occurs.
Sometimes the goal is to remove a bad condition, e.g. domination by a despot, a degenerative disease, predation by antagonists, etc. In those cases, the consequence usually means the worsening of those bad conditions. "You thought things were bad BEFORE, now it will be ten times worse!"
The consequence is a major reason the effort to attempt the goal has been resisted before the story begins. The attempt to achieve the goal must be worth the risk of the consequence. If there is no consequence, there is no risk, and therefore no tension or reason NOT to achieve the goal.