I've heard it both ways, and if you ask me, I believe both ways are perfectly 'proper', although I'm not a grammer queen by any means, or anything like that.
Here is the link to the products on Amazon. Some of the labels say Goat Milk. If I were using this particular milk, that is how I would list it on a label. If I were using the ones labelled "Goat's Milk", that is how I would list it on a label. I think there is no "proper" way to call it.