it's possible to bake some very tasty cakes without milk, but it involves trying new recipes and techniques.

Every time I've tried any kind of baked goods that didn't use actual butter or lard are just not as good in my opinion. Of course I've gone near zero carb as I just don't seem to respond well with most foods anymore (especially wheat and other grains) and I'm allergic to legumes.

Sometimes the stuff made with almond or coconut flour is okay, but I find the closer I stick to mostly eggs and meat, the better I feel.

Actually I'll bet you can, or just omit it or even replace it with water or some other water-based liquid. Very few baked good use milk in any meaningful way, which pretty much just leaves cheese and sauces. Of those, cheese is the hard one. I've heard there are vegan cheeses on the market now that don't suck but even assuming that is true they're probably still quite expensive.

P.S. Oh right, there's butter, but shortening has been around for ages and butter-flavored shortening about as long.

Nah, I've tried since one of my kids is slightly lactose intolerant. Neither soy nor almond milk have proven to be suitable substitutes. It's not just the liquid, but something in the cow milk missing from the other milks.

I'm curious what you're making. I've done quite a bit of baking in my time and I can't even think of a recipe that uses milk as anything other than a more flavorful water.