What he said. It was a genetic adaptation among northern europeans to better adapt to survival in the north, much like blue eyes and fair skin. It's evolution in action.
I'm just thankful my ancestors happened to be northern european because I absolutely love milk. I'd sure hate to not be able to tolerate it.
Even the majority (60%) of southern Italians can digest milk and cheese. Southern Europeans are, for the most part, descended from Northern Europeans (who came down and first occupied the lands south of the Alps and Pyrenees after the passing of the ice age cleared the valleys for southward travel), with some non-European admixtures due to having been conquered at various times by non-Eurpeans, e.g., Sicily was at one time a possession of the Ottoman Empire, thus a substantial minority (40%) of Sicilians have lactose intolerance. Being half Sicilian and half Northern European (Scottish/Irish/Welsh/English), I had about a 20% chance of being lactose intolerant. Glad I fell on that 80% chance side, because I too love milk and cheese. I drink about a gallon and half a week of milk, and snack on cheese daily.
