An example of the sort of strengthening I wouldn't be surprised to see is something like "If V is not too badly behaved in the following ways, and for all v∈R we have [some light-tailedness condition] on the conditional distribution (X|V=v), then catastrophic Goodhart doesn't happen." This seems relaxed enough that you could actually encounter it in practice.
I'm not sure what you mean formally by these assumptions, but I don't think we're making all of them. Certainly we aren't assuming things are normally distributed - the post is in large part about how things change when we stop assuming normality! I also don't think we're making any assumptions with respect to additivity; X=U−V is more of a notational or definitional choice, though as we've noted in the post it's a framing that one could think doesn't carve reality at the joints. (Perhaps you meant something different by additivity, though - feel... (read more)