The amino acids and proteins in dairy products contain sulfur. When they are decomposed by large intestine bacteria, hydrogen sulfide is produced, which causes the fart to be like a rotten egg. If you want to reduce the production of hydrogen sulfide, you can take potato banana or cereal at the same time.
But then again, eating too much meat or bad bacteria in the intestines may also make the fart become heavier, so it is not necessarily the fault of milk.