Milk, or for that matter dairy products assist in weight loss. Lactaid all by itself is high on the GI. You have to consider the big picture, that everything else you put in your stomach at the same time is bringing down the GI of the sugar contained in the milk. Casien is slower to digest, that brings it down a notch. Then add in your 40+ grams of protien powder and you have lowered it even more. You are probably adding in or taking some type of EFA, GI goes down even more. You can even add fiber to the shake to lower it even further. So in the end count the calories, and do the work and you will get lean.
That being said if you want your carbs from another source then give it up from here, or choose something else. One thing is paramount caloric intake minus expenditure have to end up negative at the end of the day. Your body may thrive on a certain nutrient ratio while everyone else may not. Look at the big picture, everything you eat at one time is being digested at the same time so you have extra simple sugars in a meal high in protien and a little fat and fiber and it isn't going to hurt you. Don't get tied up in concentrating on that one puzzle peice when the rest of them are needed for the big picture.