Milk is a great food for so many reasons. The fact that adding it to a meal virtually always lowers the overall GI is just one.
The whole "sugars versus complex carbohydrates" model is a bit outdated and doesn't translate well to GI. Many foods that are high in sugars (milk, most fruits) have very low GI. Meanwhile, many foods consisting of mostly complex carbs - with little or no sugar - have high GI (e.g. potatoes).
More often, you'll find a correlation between degree of processing and GI. Unprocessed foods more frequently yield a low GI, whereas processed foods frequently yield a high GI, regardless of sugar content. (This isn't always true, but it's a better rule-of-thumb than sugars-vs-complex.)
So go ahead and eat lots of milk (and fruits). Even though they contain significant sugar, they're very low GI and are packed with other important nutrients.
Personally, I think some people obsess over GI a little too much, but it's definitely worth understanding.