They aren't a force for good, exactly, more a necessary element in a healthy dwarven psyche. Without goblins, forts would not need nearly so much in the way of traps and military, and most forts are designed to funnel their resources into defense and recovery/processing of goblinite. Look if nothing else at all the stupid dwarf tricks that rely on goblins. Indeed, the dwarven mindset depends on enemies almost to the same degree that the dwarven body depends on alcohol; it can survive, but it won't be pretty. This problem is made far worse by the presence of demons, a readily available outlet for dwarven aggression--but one that could easily ruin large portions of the world if the dwarves' reach exceeds their grasp. Goblins, then, serve to both delay a fort's inevitable march towards a demon invasion while simultaneously giving the forts a series of test subjects in the hopes that when they do challenge the demons, they can in fact keep them out of the wider world. Kidnapping children is simply a desperate project to educate them about the logical result of their addiction to violence, while also serving to ensure that the goblins remain a priority target for the dwarves.
So, we'll hunt them, because they can take it. Because they're not our hero. They're a silent guardian. A watchful protector. A Dark Goblin Fortress.