The nature of fire, particularly kitchen grease or chemical fires, is such that milk cannot counter the elements that cause a fire to burn.
The Fire Triangle
Any fire needs three things to burn: fuel, oxygen and heat. This is called the fire triangle. For example, fire in a fireplace is started by the heat from a match or lighter coming in contact with the fuel, which may be rolled up newspaper or other tinder and wood sticks or logs. These are the first two things necessary to start a fire. A fire also needs oxygen from the air to continue to burn and grow. This is why people blow on a small fire to get it to burn or even use bellows to deliver oxygen to the fire.
Milk and Grease Fires
Most experts agree that using milk on a grease fire is almost as bad as using water. Both liquids will spread the fire rather than put it out. Some experts say milk also can cause a fireball or explosion when put on a grease fire. The only way milk can put out a grease fire is if such a vast quantity of milk is used that it completely submerges the fire, causing the fire to run out of oxygen. This is usually not practical or efficient.
Kitchen Chemical Fires and Milk
Kitchen fires that involve chemicals are just as dangerous as grease fires. Using milk on these fires often results in spreading the fire or taking longer to put it out.
Superstitions about Milk and Fire
The idea that milk is effective in extinguishing fires appears to have been around for some time. There is an old English myth that fires caused by lightning should be put out by using milk. This idea also has been traced to Arabs living in the Sudan. More modern stories often have the milkman in the role of hero, putting out fires with the milk he carries on his delivery truck. One such story tells of a milkman who saved a row of burning shops by using 320 pints of milk from his supplies. Clearly, this is an unusual situation, and milk should not be considered a practical tool for putting out fires.