You know, after reading this, a thought occurred to me. Dogs/wolves are social animals, with some having a high natural "herding/protect" instinct. Examples include certain collies. Goats/sheep/etc also tend towards being in groups (herds). These two could be getting along as a result of these two instincts colliding. Of course, there is also that whole male-interspecial play that has been mentioned before, so not removing that p[possibility either.