I have just checked on magnesium levels in milk - it seemed the logical question and reports suggest it does not.
Here is an extensive and interesting link flagging up other potential complications with diary products.
On the plus side CLA has been reported as having cancer benifits (maximum benifit at 1% diet,
Whey protein figures as a goody in lots of reports.
There is also the question of contribution to internal flora.
As wide range a range of "good" foods as possible and moderation seems to be a general message that may come out of all of this.
RB
This link is a study topic on its own!
http://www.digitalnaturopath.com/treat/T270729.html