$\DeclareMathOperator\SL{SL}$Clearly, as Robert Bryant indicates, it is Wick-rotatable to a different Lorentzian space. However, it is also Wick-rotatable to a Riemannian space, albeit negative definite space. In our paper these are considered equivalent due to the anti-symmetry $g\mapsto -g$.
The key here is to realise that the 3-dim space $z=\mathrm{constant}$ restricts to a Lorentzian metric on $\SL(2,\mathbb{R})$. Explicitly, first we do the coordinate changes $x=-\ln X$, $y=\sqrt{2}Y$, to transform the Gödel metric to:
$$ g=\frac{1}{2\omega^2}\left(-\left(dt+\frac{\sqrt{2}dY}{X}\right)^2+\frac{1}{X^2}(dX^2+dY^2)+dz^2\right). $$
This is one of the standard forms of a metric on the LRS $\SL(2,\mathbb{R})$ space. I can't remember the the explicit coordinate transformation but this can again be rewritten (up to determining some appropriate constants $a,b$):
$$ g=\frac{1}{2\omega^2}\left[-\left(dt+a\sinh(x_1)d x_2\right)^2+b^2((dx_1)^2+\cosh^2(x_1)(dx_2)^2)+dz^2\right]. $$
Now, the Wick rotation $(t,x_1,x_2,z)\mapsto (t,ix_1,ix_2,iz)$ turns it into:
$$ g=\frac{1}{2\omega^2}\left[-\left(dt-a\sin(x_1)d x_2\right)^2-b^2((dx_1)^2+\cos^2(x_1)(dx_2)^2)-dz^2\right]. $$
Note that this is the negative-definite version of a (Berger sphere)${}\times \mathbb{R}$, which indeed has 5 Killing vectors, same as Gödel.