The dairy lobby in the US is huge money. If you ever want to know why we're making a seemingly stupid decision follow the money, look at the entrenched interests and read some history. We subsidize dairy farmers because we used to subsidize dairy farmers and they spent a bunch of their earnings lobbying for more subsidies.
Granted, tobacco is far worse than dairy in its health outcomes, but imagine if big tobacco had somehow managed to get schools and government agencies to push their product onto children as a "health" product. Dairy is much like that.