In my first pet goblin encounter, I receive the same pet twice due to the season having double goblins. If possible I would like to have the second pet swapped for any of the other pets I do not own.
I would not mind if i where you. At some point in time when you have all pets this goblin will get totally useless. So get on pethunting 
Occasionally, this can happen. It’s because you haven’t “learned” that Pet yet. In other words, during double-Goblins, if you encounter Menagerist Goblins, it’s best to kill one first, pick up the Pet and quickly add it to your Collection. Then, kill the second one and it will drop a different one.
Sorry. That’s not possible. And there’s only two ways to get rid of the duplicate Pet.
- Sell it to one of the Vendors.
- Put it on a temporary Character and then delete the Character.
This is from Season 14:
can’t you simply drop it and leave the lobby if you want to get rid of it?
Didn’t watch the video, did you? 
To be honest “No”.
I thought i know enough on this topic 