1) Protein is very high quality. Caseins digested slowly, whey proteins digested quickly so get best of both.
2) Vitamin D and calcium. also good source of most minerals, like Mg. and most B vitamins. LOW in iron though. and not much vitamin C, so you do need more than just milk.
3) Full fat milk has CLA (conjugated linoleic acid). Particularly if from pastured cows.