Milk tends to work so well because liquid nutrients tend to be easier to take in in bigger amounts. I can have 3 glasses (about 2 cups each) in a sitting without much problem, but trying to take in that same 48-54g of protein and 900 calories in solid foods tends to be more difficult.
The availability of milk (no preparation required, only downside is the need for refrigeration) also makes it a preferred choice.
The macronutrient profile is well built for adding mass. Carbs for insulin response, protein for amino acid building blocks, fat for higher caloric density. Calcium for bone reconstruction and electrolyte replenishment, vitamin d for slightly added performance (though sadly in a gallon milk there's only 1600 IUs, less than the recommended minimum of 4,000 for athletes).
Another speculation on why it works well for mass gains: an entire gallon of whole milk is a hearty portion of food. 2400 calories, 128g of protein, 192g of carb, and ~1150 of raw fat calories. Because it's in a set container of a gallon, you can have a set goal of what to have for the day as a basis. You know that after you finish that gallon, along with whatever else you may have eaten that day, you'll be hard pressed to not have eaten as much. It gives you an acute, achievable goal for the day and you can watch as you get closer and closer to finishing it.
It doesn't really work that way with regular food portions, and would require more preparation and probably more cost as well. That's probably the final point that really adds to milk's case. The efficacy of cost. The highest I've seen a regular gallon of milk is 3 dollars. At first, people new to the idea say "holy crap, that's way too much for me to afford 1 a day."
Soon they realize that trying take in that same amount of food, especially with that kind of quality, will probably cost a whole lot more.
To sum up:
-Easier to take in because of its liquid state
-No prep required
-Well rounded nutrient composition
-Easily measured goal for daily diet
-Relatively inexpensive
Unless you're allergic or you get stomach boat like a frog's throat, I highly recommend using milk to supplement your mass gains.