they dont put the warning on there becuase they think people are stupid. they put it on there so that people are careful and think when preparing food so that a person who is allergic doesnt accidentally get milk. it is mostly for legal reasons though.
someone sues they can say there is a warning. same with the pot. of course people have sued fast food places for hot coffee even when there was a warning.
i had a bag of hard candy the other day that said it was produced in a plant that handles peanuts and tree nut, which would be good to know if i was really allergic. maybe its just easier to have everyone place all possible warnings