Was it stubborness or necessity? There's this myth of early humans being foolhardy or even stupid and just stuffing whatever they can find in their gob, but starvation was a real killer.
We'll stuff anything into our mouths, no matter what it tastes like or what it does to our bodies, and we don't eat even more garbage because our parents train it out of us when we try to stuff random shit into our mouths as toddlers.
Fuck, we use poisons and toxins plants have evolved over hundreds of millions of years to make themselves inedible (and which do kill most other critters that try to eat them, so be very careful what you feed your pets) to make other foods taste “better”!
Suckling that massive deadly horned beast's teat will give you a bellyache and the runs..? Who the fuck cares‽ We're human! We'll suckle the damn teat because it's there, by jingo, even if we end up getting gored and trampled by the beast, and we will like it! And then we'll roast the beast and eat it too, stewed in its brethren's milk, and seasoned with poisonous plants! And raise its children to do the same to them once they've grown up! And some while they're still young, more tender!
That said, I'm sure bull “milk” has been tried at some point, people being people, but it wouldn't make good cheese and bulls don't produce it in sufficient quantity to build a food industry around it (except as a way to produce more cows).