Not going to get into the social darwinism stuff. We can empirically measure an apparent selective pressure for lactase persistence, but it's an open question without clear answers what the factors driving that are.

I think you're missing why milk is useful though. Dairy allows you to take resources that aren't calorically useful like grasslands and turn them into food. You can consume it either immediately or later via preservation techniques like cheese. Even if you consume it immediately, milk is a seasonal product.

Dairy also isn't the only way of turning unusable resources into food though. You can eat the animal, for example. That's less efficient if you're limited to a single species, but cattle and other large livestock suitable for the scale of milk production you're talking about are so phenomenally inefficient that you're likely better off if you consume more efficient animals instead.