The Optimizing block will check if the goal is met by this event (Assembly EPiServer.Cms.AspNet):

SiteBase.ValidateRequestAccess += CheckGoal;

When use content delivery API to render the page, so I think it will not raise the event then the page is not tracking. To make it work you need to somehow call OptimizingBlockSession.CheckGoal manually by yourself.

Here are the code how the event handler call CheckGoal method for your references:

private void CheckGoal(object sender, ValidateRequestAccessEventArgs validateRequestAccessEventArgs)
{
	var link = RequestContext.GetContentLink();

	if (RequestContext.IsPublicPageRequest(link))
	{
		var pageToCheck = _contentRepository.Service.Get<IContent>(link) as PageData;
		var session = OptimizingBlockSession.GetSession(OptimizingBlockSession.SessionName);

		if (session != null && pageToCheck != null)
		{
			session.CheckGoal(pageToCheck);
		}
	}
}

Thank you Dac this code snippet is very helpful.

To make sure I am understanding correctly, in this example will a conversion occur if "pageToCheck" matches the goal page for the self-optimizing block?