You're on the right track. It's worth acknowledging, however, that the MC CAN have a goal of his own; in fact, all the throughlines can have goals. The software is not currently built to reflect the full breadth of what the theory allows for:
You are on the right track when it comes to thinking of the throughlines as being completely independent from a theoretical POV, but from the subjective storytelling POV, they might be quite overlapped. This is more likely if the MC is also the protagonist of the OS (for example, a protagonist wants to win a trophy with his sports team (OS Concern: Obtaining), thereby fulfilling his childhood dream of becoming champions of the league (MC Concern: the Subconscious). While those two concerns are distinct from a theoretical POV, in practice, if you were to write that story, you would find that the MC's concern blends with the OS concern, especially from his POV. Whether you consider him as Protagonist or MC, he wants the same thing: that trophy.
On the other hand, take a different MC who's the protagonist of the OS, trying to win a trophy with his sports team (OS concern: obtaining) who also wants to win the heart of his true love (MC concern: subconscious) who plays for the other team! In this instance, the MC goal and OS goal are going to seem distinct from BOTH the objective POV and the subjective POV. Both of these stories are equally structurally sound, with distinct and separate MC and OS goals and concerns. But your experience of writing one story vs the other would probably be pretty different, even if the stories are structurally identical.
This is the difficulty with creating stories. We must be architects and bricklayers, though it's damn near impossible to be both at once. Instead, we must learn to swing back and forth between the objective and subjective views of a story while we work (or analyze, for that matter), depending on which is called for. The objective POV is great, but it tends to break down when we put it in practice (i.e. when we start actually writing). We need to also see how the structure looks from the POV of the MC if we ever hope to convey his experience in a powerful, plausible way.
The original question proposes a scenario in which the MC achieves his goal, but finds that he has not escaped whatever "horrible thing he hoped to avoid" by achieving it. These terms are vague. Depending on how the MC throughline overlaps with the OS throughline, as well as what exactly is meant by "horrible thing," the situation might be a Success/Bad story, or it might not. Depending on what role the MC plays in the OS, it might make more sense to consider the MC concern and OS concern as blending together while working from the MC POV. Hence why I said the two goals might be overlapped with one another. Theoretically, they remain distinct, even if in practice, they become intermingled when we consider what the MC wants.