Why is putting hot milk in a thermos not recommended?
The cleaning is one thing (there are flasks without hidden crevices that can be easily cleaned), but there’s also another point to consider:

A thermos flask that is doing its job will keep food warm, or rather, slow down the cooling process. Even if you fill it with fairly hot liquid, it will slowly cool. If you do that with a perishable food like milk, you will easily create an environment in the upper range of the danger zone, where food will become unsafe after as little as two hours. 

Yes, you can argue that you are filling hot milk in a clean container, but in the end, it’ll be not safe by food safety standards. (What you make of that is obviously your choice.) The manufacturer’s warning will protect the end users from food poisoning.