Most Asians don't have the "digest cow milk" genes that those of us descended from long enough lines of dairy farmers generally do. It also takes gut bacteria which will only stick around if you keep eating the stuff fairly regularly rather than just as an occasional treat, although I believe active culture yoghurt can give that back to you. So yeah, too much dairy can cause problems for many; nothing serious, but you're not digesting it properly. Me, I come from dairy types on all sides of my family and I've never stopped drinking milk on a constant basis since I was a kid, so I have and have retained all what I need; without dairy I'd probably starve and if I ate masses of ice cream all I'd get is fat.