I'm not sure that's quite fair to what the video is saying.
For one, he didn't say anything about coffee, but rather cappuccino (and other milk-based espresso drinks) specifically. A quick google seems to show that this holds up — I found a number of other easy sources that say the same thing.
They also mentioned wide variation in lactose tolerance, including between the north and south of Italy. You'd probably want to make sure that Albania is expected to have a similar lactose intolerance as Italy's population. Even within Europe the variance is very high — head a country or two north and you suddenly get up to _huge_ population-level tolerance levels of 75-80%+ in Scandinavia.
You mentioned butter/cheese and the video covers that specifically, saying that especially hard cheeses only have a tiny fraction of the lactose content that milk does (~5%, but varying by the type of cheese). So there's no reason for cheese to be treated with the same level of care.
Who knows, but I found the video to be as convincing as any other rationale for the taboo.