As it turns out, dairy products do not produce phlegm in the majority of people (the exception is the tiny group of people who are allergic to casein, the protein in some types of milk). Instead, the high fat content in dairy products thickens the mucous that is already present in a person’s airway, making it seem like there is more phlegm to deal with. Of course, having thicker phlegm can be just as problematic as having more phlegm. Luckily, this thickening sensation can be diminished simply by eating dairy products that have a lower fat content.
Regarding the above quote, there is no medical evidence that states milk consumption causes phlegm production even for casein allergic individuals.
The study cited at the end shows that there is a correlation between milk consumption and thicker phlegm. However correlation is not causation. The authors explain that the allergy-like effects of milk are produced only when tissues are actively inflamed and exorphins (peptides produced when milk is broken down) stimulate mucus production from gut glands. The thicker phlegm effect is shown in only a segment of the studied population. Unless you're one of the few with inflamed tissues, you should be ok with drinking milk before a performance.