When you hear about the problem the first time, they just tell you "and then the moderator opens a door with a goat behind it". So you assume that the moderator usually opens a door - where in your case just happens to be a goat behind. You don't know about the show, so you assume it could've been the car, but just wasn't. So, with this assumption, it doesn't matter whether you switch. And then they tell you that the moderator always shows you a goat, but the damage is already done, your mind has made the decision that it doesn't matter.
When you hear about the problem the first time, they just tell you "and then the moderator opens a door with a goat behind it". So you assume that the moderator usually opens a door - where in your case just happens to be a goat behind. You don't know about the show, so you assume it could've been the car, but just wasn't. So, with this assumption, it doesn't matter whether you switch. And then they tell you that the moderator always shows you a goat, but the damage is already done, your mind has made the decision that it doesn't matter.