A study done in Sweden linked cow's milk during breastfeeding with reduced risk of food allergies in children.
I don't find it surprising in the least, as the mother's gut flora diversity influences her child's gut microbiota (and therefore immune system as well) from pregnancy, birth and breastfeeding.
It is known that whether the birth was natural or Cesarean, and whether the infant is fed with formula or breastmilk, affects the future of the child's gut microbiota, with natural childbirth and breastfeeding making the child's gut flora more diverse with the right microorganisms needed for proper digestion and absorption of food, therefore less risks associated with food allergies, intolerances etc.
That timeframe is a window of opportunity to shape a child's gut and immune system, and scientific studies keep showing that, going all natural is the best way (although I realize it's not always possible, with birth complications, access to foods, mother's health etc).
This study in particular shows that once again, there's no reason to vilify dairy. It's common knowledge by now, that fermented dairy such as yogurt, kefir, and even certain cheeses are beneficial for our gut and immune system. Even if you're lactose intolerant, you can still enjoy lactose-free dairy (and even make your own lactose-free, probiotic yogurt and kefir at home).
As much as dairy grosses some people out, and think that people like me are crazy/stupid for consuming dairy, we're not, and the science has repeatedly shown that a balanced diet with a variety in nutrition is still your best bet for NOT ONLY ensuring a stronger immune system and a diverse gut flora, but also your children's.