In the map and list views for goals, an accountable team or owner is required to filter goals. One of these must be set first in the view before further filtering can be done by custom field. Goals cannot be grouped by custom fields values without first filtering by accountable team or owner. It isn’t possible to set an ‘All Goals’ list view that ignores accountable teams/owners. The UI prioritises a goal’s accountable team first and foremost.
A workaround is adding all accountable teams to the filter before sub-filtering on custom fields, but I don’t think this aligns with the philosophy behind teamless projects. My understanding is that teamless projects reflects a move to teams no longer being a place to house work items but primarily to group users for permission setting purposes. The filtering experience for goals suggests that teams still act as the central point for grouping items.
My suggestion is to change the map and list UIs so that all the goals a user has access to are the default selection. Users should be able to filter on any associated field values thereafter rather than being forced to start with accountable teams or owners.