Animal milk, is it healthy?
For the most-part, if you don't posess an allergy or intollerance, yes.
There are several things in milk, first let's look at the digestibility of proteins:
Protein digestibility-corrected amino acid score (PDCAAS) is a method
of evaluating the quality of a protein based on both the amino acid
requirements of humans and their ability to digest it.
In this test milk scores 1 (a perfect score) which means that it's considered a very good source of complete protein and easy to digest.
Milk contains lactose which is a disaccharide which is broken down in the gut to glucose and galactose by the enzyme lactase.
Children across the world break down lactose in milk with no trouble, but the ability fades in some as they grow older and they develope lactose intollerance - roughly half the world's population can metabolise lactose without the uncomfortable symptoms occuring.
The digestibility has been extensivley studied in rats, whose digestive system is considered a good laboratory substitute for human's:
[Diets consisting of] 5% of fat, the following digestive coefficients
coconut oil 98.9
soybean oil 98.5
corn oil 97.5
mutton tallow 74.6
oleo stock 74
cacao butter 63.3%.
In terms of digestibility, milk fat (butterfat) appears about in the middle of this group.
Of course, many prefer semi-skimmed (half fat) or skimmed (low fat) milk, reducing the significance of this finding.
Butter is also 51% saturated fat, so best to use in moderation.
Vitamins and Minerals:
There is an extensive breakdown at the end of this link, that I will not reproduce here because it's enormous and detailed.
To summarise, milk contains fat soluable and water soluable vitamins and a long list of minerals - all sufficient to feed a calf through it's first few months of life as it grows.
Digestion in Humans:
This process has evolved to be efficient, the acids and alkalis and enzymes released are all reabsorbed by the body once they've done their work and been broken down by the fierce environment of the gut - evolution had given us guts that waste as little as can be, in order to maximise our survival chances.
It takes energy to digest food, the body always regains that energy and more through assimilation of the digested food - except when we eat things like cellery, which provide us with no energy, but are valued in other ways.
There is nothing special about milk in respect of the body's use of resources to digest it - most of us were drinking it exclusivley for the first few months of our lives and we thrived and grew just fine.
We get more energy and nutrients from drinking it than we expend or lose and it is nutritionaly high in most of the things that we need.
So, (disclaimer) as part of a ballanced diet, it is healthy, yes.
I should like to have edited my answer in response to constructive comments in order to improve it, but nothing from the two downvotes has generated comments which clarify or add to the discussion in regards to the OP's concerns. Therefore there is nothing that I can add or ammend at this time.