Heating (pasteurisation) doesn't make milk free of nutrients[1] -- pasteurised milk should substantially be the same as raw milk in terms of nutrients.
I agree that low-fat (skimmed) milk should be avoided: the fat in whole milk is important as it makes you feel full. Fat free and low fat products encourage over-eating [2][3].
[1]: http://www.sciencedirect.com/science/article/pii/S0956713512...
[2]: https://lirias.kuleuven.be/bitstream/123456789/538238/4/revi...
[3]: http://link.springer.com/article/10.1007%2Fs00394-012-0418-1