By going primal/paleo, the focus is to eat in such a manner as best befits the present state of our genetic make-up. Such a dietary shift requires eliminating grains. And for some, it also means giving up dairy.
Another issue is that because people literally are what they eat (on a physiological level), intake of dairy that has been sourced from grain-fed animals means that the dairy being received is made-up of deficient nutrients. As such, that dairy is incompatible with a lot of people's natural bodily expression and results in a good many deliterious results: e.g., insulin disregulation. So, for some people, like myself, I have eliminated dairy and replaced the fats I would usually receive from it with coconut oil. Mid-chain fatty acids do wonders for me, as they do most people.