I’m also curious about this. Reading the Goldmark README, I discover that it uses as a built-in extension PHP Markdown Extra: Footnotes, and this project has a configuration to do just what you’d like to (and I do to): https://michelf.ca/projects/php-markdown/configuration/#markdown-extra (search for fn_link_title = "").
But I cannot figure out how to set this configuration in there: https://gohugo.io/getting-started/configuration-markup/#goldmark