The study's lead researcher, Elina Hypponen, Ph.D., of the University of South Australia, says calcium may be the main factor here, similar to its advantages for bones.

"Calcium has shown to increase the enzymes that break down fats within the body and thereby lower cholesterol levels," she states. "What this shows is that milk can be part of a healthy balanced diet."

The calcium in milk can block the bile acid recycle system in our bodies, says dietitian Aderet Dana Hoch, RD, of Dining with Nature. Bile that helps digest and absorb fats is recycled to be used again when the process is complete. Because calcium stops bile from being reabsorbed in the intestines, it requires more cholesterol use to break down fatty acids, she says. That lowers cholesterol since it's being utilized.

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In terms of why people who drink more milk may have higher body fat, that wasn't covered in this study—and other research on that issue is inconsistent. For example, one study in Nutrition Research found that whole-fat dairy consumption actually tends to lower the prevalence of obesity and especially abdominal fat.

That means more research needs to be done to pinpoint the reason why people in this study might have higher body fat, but the lower cardiovascular risk was clear.

If you're not a fan of milk, Hoch says there are plenty of other calcium sources and some are plant-based. For example, she suggests:

• Tofu
• Broccoli
• Cauliflower
• Kale
• Dried fruit

"But we also need fat in our diet and want to aim for healthier fats from foods such as olive oil and avocado, which will keep our HDL levels high and our LDL cholesterol low," she says. "Fish, like salmon, are a great source for both healthy fats and calcium."