Hello @Alan_Wang,
Welcome to the forum!
As under My Goals you are seeing right now all of the Objectives (Goals) and Key Results (Sub-Goals) assigned to you, an approach you can consider, is to strategically assign Goals and Sub-Goals keeping top of mind how Asana behaves. Let me explain
Use Case #1
Let’s say you own both the Goal and all of its Sub-Goals, in this case you just assign the Goal to yourself and leave the Sub-Goals unassigned, so that only the Goal shows under your My Goals.
The convention within the team should be clear -if a Sub-Goal is not assigned, that means that it belongs to the owner of the parent Goal-.
Use Case #2
In some cases you might be contributing to the achievement of someone else‘s Goal (Objective) and some Sub-Goals (Key Results) might be assigned to you, in this case in my opinion you do want to see those under My Goals and for team clarity they should be assigned to you.
If you actually want to have a more holistic view of Objectives and Key Results, your go-to place should still be the Company Goals section, from there you have a hierarchical view and you decide how deep into the hierarchy will navigate.
The above is actually also the approach we use in our team with tasks and sub-tasks, to avoid clogging My Tasks, our convention is -if you own the task, any unassigned sub-task is yours as well, otherwise the sub-task should be assigned to the right person-.
That works well for us, I hope it helps!
That said, I agree with you and @Bastien_Siebman, having a visual cue of what the parent Goal is, a little bit like we have with tasks and sub-tasks, would definitely help.
Cheers,
Rosario