From this article:

The practice of washing out pepper-sprayed or tear-gassed eyes with milk or antacid is common among protesters, said Sven Jordt, a Duke University professor who has studied the effects of tear gas for 12 years. He said he's seen protesters do it in Ferguson, Hong Kong, Turkey and Egypt, and the theory is that the fats and proteins can act as a buffer to lessen the effects of the noxious chemicals.

"I don't endorse that, but I've seen this being used and also recommended on activist websites and pamphlets and so on," Jordt told ABC News, noting that while neither milk nor antacid should make the burning worse, they're not sterile.

...

Most experts suggest washing the eyes with water or saline rather than milk, a spokeswoman for ACEP told ABC News. Remove contact lenses immediately. Since the spray is not designed to damage the eyes, people almost always recover without permanent damage to eyesight, she added.

So, chances are he's either lying in an attempt to get sympathy points, or his got an infection from pouring milk in his eyes and that was the main reason for the damage (I would estimate 98% chance of the first, 2% of the second)