Well you can get meat from cows and goats and sheep too, and a lot of it, so they're desirable animals to have around. I assume people would have known about cow milk for a long time before they started consuming it in large quantities - possibly it was considered of medical benefit originally, or just as an alternative to meat when little of that was available. Cats are supposedly lactose intolerant but they looooooooove cream, certainly ours do. I can see those early humans having similar inclinations - 'I'm not supposed to have this milk but damn it's nice....'
Indeed,
only 35 per cent of humans have inherited the gene for lactose tolerance. So that's roughly 2/3rds of humans alive who
aren't lactose tolerant!