Mixing alcohol with milk is not like mixing milk with water. The former are completely different substance with completely different composition. It is therefore advised not to drink alcohol and milk together for the following reason:
Alcohol prevents the breakdown of nutrients present in milk into usable molecules by decreasing secretion of digestive enzymes. Alcohol impairs the nutrients absorption by damaging the cells lining the stomach and intestines and disabling transport of some nutrients into the blood. Even if nutrients in milk are digested and absorbed, alcohol can prevent them from being fully utilised by altering their transport, storage, and excretion. This could lead to some serious digestive problem. It would be better not to combine milk and alcohol.
In my opinion, if you mix it is not good for your health. Good for the health of the body is milk. while for drinks containing alcohol it is not good for health. because it can cause irritation to the stomach lining. can cause premature aging, body balance fluid will also be disrupted. and many other consequences of alcoholic beverages. it's better not to mix it. if you mix it, the nutrient content in the milk will disappear.
Yes you can mix them, there are lots of recipes to find for cocktails containing alcohol and milk and there are recipes for hot beverages with milk and alcohol. If you can digest them and they taste good in your opinion there speaks nothing against it to enjoy such a drink once in a while in moderation. Cheers!