The "may contain milk" line is a bit frustrating for us vegans. Many food manufacturers choose to include this line so that people with severe allergies can be well-informed. This notice does not mean that the recipe for the product included milk or milk products, just that there is a very slim chance of cross-contamination due to manufacturing facilities. The main goal of this notice is to protect folks with extreme allergies.
Some smaller companies are required to include that label on their products as they often rent industrial kitchens or warehouse to produce their product. All machinery used in common would be heavily sanitized.