In my opinion, there are two main differences in gaining your protein/carb/fat calories from whole milk vs. protein. One is the ratio of intake. Whole milk has a great ratio of protein to simple carb(lactose) to fat grams which is near ideal for promoting growth in the average human (which is why the female produces it in the first place).
The second is the type of carb and protein gained. Milk carb is a unique lactose/glucose combo that isn't found naturally anywhere else (that I'm aware of anyways). Glucose is ready for immediate utilization in the muscles as soon as the body is able to ingest it. Lactose is a little bit more complex (but still considered a simple carb) and is about two digestive steps behind straight glucose. This allows for a pretty consistant feed of carbs to the body.
There are two proteins found in milk: casein and whey. The latter is the fastest digesting protein and usually has a higher Biological Value than most other proteins (meaning the body utilizes it more easily). Casein is a protein that has a longer digestive uptake time than whey, but has near the same BV. Again, this allows a steady flow of protein to the body after consumption.
Couple this with the fat (which is used to regulate Insulin-like Growth Factor and Testosterone in the body) and you have a very potent mass builder.
So, to answer your question...in my opinion, I'd mix 'em.
Let me know if it tastes decent...do they have chocolate?