Depends on quantity I guess, like most things. They are highly associated with cancers (especially stomach, intestines, colon), cardiac problems, cholesterol etc. They are also fucked up for your digestive system. Consuming milk daily is pretty stupid in particular, we are not babies, we are not meant to drink milk past the first few years of our existence.
If you like dairy, you should also prefer cheese and yogurt over milk and cream. Fermentation makes the protein much more digestable and improve your immune system.