You're correct, I remember reading a study on that too. The exceptionally misleading thing was that Vitamin D is essentially a super antioxidant. Not only does vitamin D act as an antioxidant in superior ways to all the antioxidants in tea, but it boosts the immune system notably in its ability to respond to cancerous/pre-cancerous cells.
Yes you're blocking the antioxidant benefits of tea because you're consuming a much more potent antioxidant and immuno-booster.
Not to mention milk contains vitamin A B's C (D) K, Biotin, Calcium, Pantothenic Acid, Phosphorus, Magnesium, Iron... http://en.wikipedia.org/wiki/Milk#Cow.27s_milk It's got good things that I haven't even heard of before.
If you regularly drink milk, then you might as well drink tea without it to get an additional source of antioxidants. If you don't drink milk regularly then put it in your goddamn tea because it is frikin godly.