I'd imagine its because milk changes the taste and overall experience of drinking Earl grey. Which is why i imagine tea purists find it abhorrent. Personally i find it to be a load of nonsense. The entire point of drinking Earl grey is too enjoy the taste, if you prefer the taste with milk added, do so, if you don't, don't. If anything it would be pretty moronic to not drink Earl grey with milk even though you prefer it that way, simply because some people think it's a faux pas.
Earl Grey with a splash of milk. It's my normal everyday brew. To quote Douglas Adams: http://onegoodmove.org/1gm/1gmarchive/2002/12/a_proper_cup_of.html
You can only drink it without milk if Patrick Stewart has written to you to pre-authorise it. Sugar and lemon are heresy.
Just remember the bigger the mug and the stupider the slogan, the better the tea will taste. Unless its "keep calm and drink tea" in that case, please go away.
Pussies. Coffee: water at 96c, strong, black, no sugar. Tea: water at 75c to 90c, depending on variety of tea; no sugar, no milk, no lemon. Alcohol: straight up. No ice --that's what fridges are for.