Well, the start of dairy wasn't in a cold climate, so I don't know about that. There was clearly some advantage in being able to digest lactose. Maybe it was the occasional winter that had to be lasted through, and having a cow or goat to milk helped out. Anything that weeded out the competition would have done.
I was thinking about it in two stages; among the people that are using dairy, the ones that can easily consume fresh milk have better access to calories during a cold winter (which might be a difficult time to make yoghurt or such).
