Wikipedia has a decent summary in the History section here: https://en.wikipedia.org/wiki/Milk#History

Key points, if I'm understanding things correctly:

• Early domestication was for meat, leather and draft animals, not for milk.
• Milk consumption started in South West Asia and later stuck around in Europe, because people there had already settled for agriculture. I think, Middle East was more nomadic?
• The Middle East also had camels as an alternative milk source, and camel milk contains somewhat less lactose (4.6% vs. 3.5–4.5%), according to this: https://pmc.ncbi.nlm.nih.gov/articles/PMC8117040/
  So that might've also affected things somewhat? 🫠