Forget the ancient Athenians 2500 years ago, the modern ones are still lactose intolerant:

The LP allele did not become common in the population until some time after it first emerged: Burger has looked for the mutation in samples of ancient human DNA and has found it only as far back as 6,500 years ago in northern Germany...Lactase persistence had a harder time becoming established in parts of southern Europe, because Neolithic farmers had settled there before the mutation appeared...The remnants of that pattern are still visible today. In southern Europe, lactase persistence is relatively rare — less than 40% in Greece and Turkey. In Britain and Scandinavia, by contrast, more than 90% of adults can digest milk.

Yeah, but still Greek colonists in South Italy held so many cattle that it is where the name Italy came from. It doesn't sound very efficient to do it for the meat only. Better goats them, they are more suited for a hilly terrain anyway.