Because its normally made adding lactase to milk that thransorm the lactose of the milk to glucose and galactose, making the sugar absorption faster. In the process the milk is also overheated and especially the skimmed milk get a "carbonized" taste. In my opinon it's better to get raw whole milk and drink less of it. Of course if one isn't lactose intolerant, but the raw whole milk has a more satisfyng taste.
You could try to some goat milk, has a stronger taste and has naturally a bit less of lactose.