That is a fair point about heating but now a days , since standard milk is pasteurized, and kept in cold warehouses , it is fine to drink from the bottle :-)
Saying this cuz alcohol culture has trained us to drink off the bottle :-) ..if we add any other steps in the path of gratification, it is bound to fail !
Consuming weed is like turbocharging your brain. While people might feel cold , the brain produces lots of internal heat . It is essential to cool it down a with milk ..the worst thing that is happening in popular culture is to drink beers with smoking weed .. it is really bad for the health and turns all the good aspects of weed over it's head.