Spontaneous explosion of a bottle containing alcohol and milk
The bottle can't have exploded for "no actual reason"; there may have been no apparent reason, but everything does indeed happen for a reason, at least at this level. But this isn't English.SE...

My bet is on a combination of things. As with many things in everyday chemistry, the substances involved are never pure enough to pinpoint one exact cause. Case in point, milk is an emulsion containing a significant percentage of fats and proteins. So, possible causes include:


Hygroscopy and acidity of the alcohol causing the milk to curdle, by taking the water from the milk to form an alcohol solution that the complex milk proteins and fats precipitate out of due to lower solubility. This may produce a "greater than the sum" volume of product by leaving these proteins and fats in a porous gel (basically cottage cheese, though usually a stronger acid than ethanol is used in cheesemaking).
Esterification. Milk, as stated, contains fats including fatty acids. Add alcohol, and the fatty acids react with the alcohol to produce esters (neutral fats). The byproduct is water, formed from the acid stripping the alcohol's hydroxyl group. Again, the products of this reaction can take up more volume than the reactants.
Biological reduction. I actually do not think the concentration of alcohol in this solution would be antiseptic; if the alcohol is pure then we're only talking about a 20% solution by volume, and that would have to be a lab-distilled product like Everclear; "natural" distillation in open air only gets you to about 150 proof, and using even 100-proof vodka gives this mixture only a 10% concentration by volume of ethanol. According to at least one source, ethanol needs to be concentrated to at least a 65% solution by volume to be effective as an antiseptic. So, to a bacteria's point of view, the alcohol is an overworked police officer; it'll slow down bacterial growth, but there's way too much fat and sugar here for the alcohol to be much of a deterrent. Consumption of organic fuel by cellular metabolism, as a rule, produces CO2 gas, and in a closed container at room temperature, well, you get the picture.