A Goblin Druid could use Nimble escape, even in a 'non-agile' form
To my mind there's two different ways of approaching this question - either way on their own is probably answer enough but I've included both for completeness.
When wildshaped, Druids:
'retain the benefit of any features from your class, race, or other source and can use them if the new form is physically capable of doing so.'
What examples are there of thingss that wildshaped forms are physically incapable of?
Well, while wildshaped a Druid's:
'ability to speak or take any action that requires hands is limited to the capabilities of [their] beast form'
Nimble escape does not require speech or hands, and I can't think of a wildshaped form that's completely incapable of movement, so it is, to my mind, fairly clearly unaffected.
All goblins can use Nimble escape - not just especially fast goblins, all goblins. It's a shared racial ability.
The physical stat most commonly asscociated with aglity is dexterity, and indeed Goblins are, in general, an uncommonly dextrous race - they get a +2 to dexterity racial bonus.
However, in a game where, during character creation, some groups roll player's stats, imagine if the unthinkable happened and a player rolled four 1's. They'd have a starting stat of 3 in one of their abilities. Imagine if they were playing a goblin and they chose to put that awful stat in dexterity (an unusual choice but this is a thought experiment). The racial bonus would bump them up to 5 but that's still a modifier of -3 on every dexterity roll. No one would describe that character as being especially naturally agile, goblin or not.
Even then, with a dex mod of -3, they'd still get Nimble Escape as a racial feature. There's no pre-requisite to the nimble escape feature that says 'You may only use this feature if your dexterity is 12 or higher'. They'd be able to use it because they're a goblin, regardless of how agile they were. How would you rationalise that at your table? Well that's up to you, but I'd probably describe their escape as relying more on feints and guile or clumsy luck, rather than speed.
If even a very un-agile Goblin can still use Nimble Escape, I don't see any reason why a Goblin Druid in an un-agile wildshaped form couldn't use it.