Well it seems that the goals that require you to join the a Career or a Career Branch (not sure) are not affected by this issue.
I had a Sim join the Culinary Career and then completed the Milestone so that the next Milestone has me join the Culinary career. The goal to join the Culinary career was already checked. It appears that only the goals that require a specific level of the career are affected..
The Aspiration where the problem is likely to occur is the Renaissance Sim Aspiration. If you advance to the next Milestone, the career isn't recorded. If a Sim with the Connections trait joins another Career, the Reach Level 3 in 2 Careers and Reach Level 3 in 3 Careers goals will not count towards the 2 or 3 Careers until the Sim is promoted.
For example, the Jack of Some Trades Milestone has the Reach Level 3 of Any Career goal but when advancing to the Pantologist Milestone, the goal Reach Level 3 in 2 Careers will read 0/2 despite the fact you already have reached Level 3 in one career so it should in fact read 1/2, not 0/2 or have it completed if it was 1/2.
I'm also sure if you have reached the Milestone that requires a specific career level but that Aspiration isn't active and you reach that level, it might not register that you reached the appropriate level when you switch to that Aspiration.