Well there are a few reasons.
Our bodies stop producing the enzyme to digest milk at about the age of 5. Only when we became obsessed with dairy and the whole calcium thing did we force our bodies to keep producing the enzyme.
So yes you can have the enzyme but its not by your bodies choice, other foods we can go without for years and still have the enzyme system im place, for milke our bodies purposely stop making it when we arent babies anymore.
Secondly even if we have the enzyme, raw milk is now not available and we can only get pastuerized milk, meaning we first boil it and kill off all the vitamins and natural enzymes in the milk before we consume it.
The most valid reason of all is that milk is extremely mucus forming, it causes a lot of mucus to form in your airways, which leads to a lot of allergic reactions and as we all know mucus is a breeding ground for viruses, bacteria and other antigens.
Im not sayin its gona kill ya, but with al the hormones and antibiotics in the milk these days I just dont suggest it at all.
There is just no really good reason to have it imo.