The really interesting thing here is that we CAN drink milk from another species. It's almost certainly an evolutionary "mistake" as much of the world is cows milk intolerant. From Wikipedia.
"Most mammals normally cease to produce lactase, becoming lactose intolerant, after weaning, but some human populations have developed lactase persistence, in which lactase production continues into adulthood. Research reveals intolerance is more common globally than lactase persistence, and that the variation is genetic."
Northern Europeans developed lactase persistance first, it is thought. Probably in the Scandinavian races.