2, because milk contains very lipophilic casein. Casein is a phosphoprotein, 80% of the protein in milk is derived from casein. And this protein is very easy to form micelle, which is a ball structure like below.
3. It can wrap up into a big mass of lipophilic stuff into a ball and roll away. So when drinking milk when eating spicy, casein has a detergent effect on capsaicin, which relieves the spiciness.