If you think about it, sheep and goats are much smaller animals than cows. Therefore, their fat cells are smaller, and somewhat easier to digest when eating the meat. This works the same in terms of their milk. Often, sheep milk cheese and goats cheese has less lactose than cows milk cheese. If you allow yourself a cheat, this may have less of an effect as eating aged cow's milk cheese.
Ghee is literally melted butter oil, which removes the butter fat or solid. It has trace amounts of lactose. This is an option for lactose intolerant folks. For people who cannot tolerate casein (milk protein), this is not the best option for you.
There is an ongoing debate of whether or not milk is a healthy choice. Regardless of this controversial liquid, I know that I can't even attempt to digest it. Thats why I use a variety of substitutes, which often taste much better than the real stuff.