>>35956100No we don't. Some do, but that's rather pointless considering lactose free milk has been around for decades and coconut is another good option for baking etc. if you like coconut. Hell, the flavor is so light on coconut milk, you can sometimes use it in normal cooking.
And even that assumes we don't just regret life after eating milk products straight up. Lactose intolerance is simply mostly or completely lacking lactase to digest the lactose sugar in milk, it's not an allergy. We can eat milk products, it just wreaks mild havoc on the system.