I had to drink goat milk when I was a baby because cow milk made me very sick. My oldest daughter couldn’t drink cow milk either. We were both able to drink cow milk after the age of two. I’m not sure why it made us sick when we were babies.
There are differences between various species' milks in terms of the milk sugar, perhaps alsot in the proteins and fats. Some people have problems with milk fat, but that is more rare than problems with milk sugar.