Why does The Dark Lord have a goat's face and limbs in The Chilling Adventures of Sabrina?

In Christian mythology and theology angels and devils are beings of spirit, not matter. They don't have physical bodies. But they can make physical bodies for themselves if they want to interact with humans, for example. They magically gather particles of matter and assemble them into bodies which may be more like non living robots than biological beings.

It is an artistic convention to depict an ordinary average typical angel as looking like a human with a pair of feathered wings attached to their back. But many depictions and descriptions of not so ordinary angels and devils make them look like science fictional aliens, and I don't mean the more human looking type like Vulcans and Klingons in Star Trek! No, I mean more like the aliens in Invaders from Mars (1953), The Trollenberg Terror/The Crawling Eye (1958), The Atomic Submarine (1959), It Came From Outer Space (1953), Quatermass and the Pit/Five million Years to Earth (1967), or in Star Trek episodes like "The Devil in the Dark", "Catspaw", "Specter of the Gun", and "The Tholian Web".

For example, here is a link to images of Ezekial's wheel, often supposed to be some sort of angel.

Here is a link to an image of the devil Baal.

Here is a link to an image of the devil Asmodeus.

In Christian theology Satan or Lucifer was a member of one of the highest orders of angels before he rebelled, and thus is often depicted with six wings.

In Dante's Inferno the Devil is gigantic, with six wings, and three heads to eternally gnaw on the three worst sinners with.

In the Book of Revelation:

Revelation 12:3 describes a vision of a Great Red Dragon with seven heads, ten horns, seven crowns, and a massive tail,[96] an image which is clearly inspired by the vision of the four beasts from the sea in the Book of Daniel[97] and the Leviathan described in various Old Testament passages.[98] The Great Red Dragon knocks "a third of the sun... a third of the moon, and a third of the stars" out the sky[99] and pursues the Woman of the Apocalypse.[99] Revelation 12:7-9 declares: "And war broke out in Heaven. Michael and his angels fought against Dragon. Dragon and his angels fought back, but they were defeated, and there was no longer any place for them in Heaven. Dragon the Great was thrown down, that ancient serpent who is called Devil and Satan, the one deceiving the whole inhabited World - he was thrown down to earth and his angels were thrown down with him."[100] Then a voice booms down from Heaven heralding the defeat of "the Accuser" (ho Kantegor), identifying the Satan of Revelation with the satan of the Old Testament.[101]

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So if The Devil is depicted as looking like some cute and adorable goat in The Chilling Adventures of Sabrina the creators made him look a lot more human than they could have based on Christian theology.

Possibly because it may be based on the real-life depiction of Baphomet through the iconography of Eliphas Levi and/or The Satanic Temple, as The Satanic Temple are suing Netflix for copying (and misusing) their statue of Baphomet.

Since 1856, the name Baphomet has been associated with a "Sabbatic Goat" image drawn by Eliphas Levi which contains binary elements representing the "sum total of the universe" (e.g. male and female, good and evil, on and off, etc.). On one hand, Lévi's intention was to symbolize his concept of "the equilibrium of the opposites" that was essential to his magnetistic notion of the Astral Light; on the other hand, the Baphomet represents a tradition that should result in a perfect social order.

What is "normal" for an angel? (this is rhetorical question).

The mythology is that Lucifer is a fallen star. Fallen star is a star that is upside down. A pentagram. A goat head is animal that can be traced into a pentagram.

The view that the goat is the devil animal derive from Leviticus and Matthew. In the latter they state that on the left there are goats that are cursed and should be banished in place prepared for devil (emphasis mine) and his angels.