As others have pointed out, since homogenisation, milk does not really need to be shaken. Nevertheless, I must admit that I rarely used to shake it in the days when it came in bottles, - not cartons - cream at the top, which would leave a white moustache on your upper lip when you drank it, as that was the delicious part.
Actually, I'm surprised at how many here on this thread appear to dislike milk. As a child, I loved it, and put it down to maturing taste buds (which grew to prefer coffee, and later, beer and wine rather than milk) rather than the simple fact of homogenisation, when my liking turned to indifference.
It took a visit to an organic food fair in the UK (Bristol) a few years ago, when I had the privilege to taste really good organic milk to remind me of what I used to like as a child; I had forgotten how good it tasted, and now seek it out at farmer's markets and from small artisan producers.