A significant number of PIE were and a significant number of PIE descendants today are lactose intolerant. It is primarily northern europeans who consume milk and are the least lactose intolerant. Most PIE descendants consumes milk-products like cheese, yogurt, butter, etc.
Also, none PIE cultures ( mongols, turks, arabs, siberians, etc ) are primarily lactose intolerant but they consume milk-based products.
I think I read that processing milk into yogurt, cheese, butter, etc removes lactose or makes it easier for the lactose intolerant to consume. But don't quote me on that.