Why boil milk in desserts?
I am not sure that the boiling step is absolutely necessary, but it is definitely an easy way to heat to a known temperature (rather than saying "heat to 180 degrees" and people complain because they don't have a thermometer). Or, it could just be because generations of chefs have done it that way and nobody thought to ask why. Either way, it is typical to heat the dairy, temper the eggs (creme brulee) or dissolve the gelatin (panna cotta) with that, and then finish cooking (gently heat to the desired consistency) for the creme brulee or just chill the panna cotta.

With that said, I have successfully made thin custards for ice cream/ gelato sous vide without first boiling the dairy and they have received wonderful reviews from my wife. Also, this recipe for panna cotta specifically cautions you to not boil the mixture.