Yes freezing the milk does change the milks taste as well as the texture of the milk.
When you freeze milk the milk goes through changes which changes the milks texture and makes the milk when frozen taste different even when thawed out.
So if you like fresh milk and have never tasted frozen milk before then you might not like the frozen milk.
I sometimes freeze milk when I can buy some on sale and then use the frozen milk mainly for cooking and baking with.
I don't usually notice the change in taste or texture from the milk when used for cooking or baking with.
But I don't like drinking the frozen milk because it just doesn't taste good to me.
Freezing the milk does help the milk last longer than just refrigerating it though.
Milk when refrigerated lasts for around a few weeks at most while freezing the milk makes the frozen milk last as long as 6 months.
Although it takes awhile for the milk to thaw out so you won't be able to just get the milk out and use it.