#2. Goldberg has never won the Royal Rumble

Goldberg has only ever competed in two Royal Rumble matches. The first was in the 2004 Royal Rumble, where he was a favorite but was eliminated after interference from Brock Lesnar. Chris Benoit would eventually win that Rumble match.
The next appearance was in 2017. After his blockbuster return and shock win over Brock Lesnar at Survivor Series 2016, Goldberg was immediately offered another contract, extending his run. The following night on RAW, he announced his entry to the 2017 Royal Rumble match. The line-up that year was stacked, but the Royal Rumble match itself was somewhat disappointing. The objective of Goldberg's Royal Rumble appearance was to quickly eliminate Brock Lesnar before eventually getting dumped out by The Undertaker.
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Goldberg competed in the 2021 Royal Rumble pay-per-view, but not in the namesake match. He lost to Drew McIntyre in the opening bout. Unfortunately, Goldberg winning the Royal Rumble seems like a possibility as long as he keeps wrestling.