For your non-carbon-based life, there might be a simple chemical reaction occurring. The largest fraction of milk is water, and there are a fairly large class of elements and compounds that react with water.
Alkali metals (lithium, potassium, sodium, etc.) are violently reactive with water, self-igniting from the released energy. Alkaline earth elements (calcium is the most common) will perform the same trick (separating water into oxygen and hydrogen) slowly enough not to ignite the hydrogen, never mind themselves, and unlike the lighter alkali metals, don't float in water. Most other metals to the left of iron in the periodic table are reactive enough to slowly form hydrogen bubbles when immersed in water, though it's far less noticeable with most of them than those in the first column to the right of the alkali metals -- but even these will often burn underwater if once ignited (yes, that includes aluminum, not just magnesium and titanium).
Beyond these highly reactive elements (which are mostly this way in pure form, rather than as common compounds), there are a number of compounds that are highly reactive with water. Calcium oxide, for instance, is commonly known as "quicklime" -- in contact with water, it release a large amount of heat as it reacts to form calcium hydroxide ("slaked lime"). Calcium carbide is even more "fun" -- it also reacts with water to form calcium hydroxide, but in the process releases acetylene gas (high flammable and very stinky). Most metal carbides actually have this reaction, but few of them do it fast enough to be useful (calcium carbide used to be used as fuel in carriage, locomotive, and automobile headlights before electric systems were common in transportation).
So in the end, there are a lot of chemicals of various kinds that can react, vigorously to violently, with a major component of milk. Not sure any of them are something that might occur in the skin of an alternative-chemistry life form, but it's your story...