As mentioned in the documentation, it is not possible to import Google Analytics goals into a Google Ads account using the API but only via UI:
Note: Analytics goals and transactions created in Google Analytics profiles linked to this Google Ads account are returned with no tracking code type. They have a status of HIDDEN if they haven't been imported into Google Ads. The status of these conversion actions cannot be changed using the API; they can only be imported using the Google Ads UI.
Is there a way to perform this operation in an automated way? If not, would it be possible to request this feature? I know it is a very simple process. However, I am creating an application to manage many Google Ads accounts, and performing this operation for each account manually doesn't scale. If it could be automated it would be great.