Note that this is a client only method. Make sure that the Run At property is set to Client.
If setting the Run At property to Client doesn't fix the problem, it would be useful if you could give me a little more context with regards to your particular scenario: How is the xfa.host.gotoURL function being called? What version of Acrobat are you using? Is the form loaded in stand-alone Acrobat or within the browser plug-in when xfa.host.gotoURL doesn't work?