Coffee contributes a range of biologically active compounds, including many with antioxidant activity. Clinical research documented that drinking coffee is associated with unique health benefits related to longevity, lower levels of inflammation, insulin resistance, reduced risk of diabetes, cancer, cardiovascular disease, stroke, liver and kidney health, and mental health. 
As for adding milk to coffee, according to research, coffee with added milk has been shown to boost immunity and reduce stress. Additionally, adding milk to coffee makes it less acidic, thus reducing heartburn, indigestion, and acid reflux. Moreover, phospholipids in milk help manage stress's effects, improve the ability to stay focused, and aid muscle recovery and gains. So, a latte packed with coffee extract and scientifically proven stress-relieving phospholipids help to facilitate stress management and boost energy levels. An estimated 2.25 billion cups of coffee per day is consumed across the globe. Among these, roughly 90% reap the benefits of added dairy milk to their coffee.
Besides the mentioned benefits, it should be taken into consideration that most ready-to-drink (RTD) coffee beverages contain added sugar. For example, a short cappuccino has 70 calories, including 6 gr of milk sugar. In contrast, an RTD contains 190 calories, with 22 gr of added sugar, 44% of the recommended Daily Value.

Anti-inflammatory effect of coffee with milk

 
Polyphenols are plant compounds that belong to the group of antioxidants, which are found in large amounts in coffee beans and reduce oxidative stress and, thus reducing inflammation in the human body.
During research directed at the University of Copenhagen, Denmark, experiments were conducted on artificially inflamed immune cells. Some of the cells received a combination of polyphenols and an amino acid, others received only polyphenols, and some did not. The results show that in the reaction of polyphenols with milk protein, the anti-inflammatory properties of these cells are doubled. In order to better absorb polyphenols and increase their anti-inflammatory properties, researchers are investigating how to encapsulate these compounds in protein structures.

How much coffee delivers a health benefit?

The authors reported that intake of three to four cups a day versus none is related to the largest relative risk reduction, including benefits for cardiovascular mortality and cardiovascular disease. Moreover, it has been shown that caffeine improves athletic performance, especially in less intense, longer-duration sports such as swimming, cycling, rowing, and jogging. 
Decaffeinated coffee, on the other hand, has shown positive effects on postprandial glycemic and insulinemic responses in healthy adults. Children and pregnant women should limit caffeine consumption. Caffeine levels above 200 mg, roughly 2 180 ml cups, can increase anxiety. 
Whether it’s skim, 2%, or whole, adding dairy milk to coffee is a great way for adults to consume the 13 essential nutrients of milk.

Reference:

https://www.dairyfoods.com/articles/96304-milk-gives-coffee-a-needed-health-boost