A story just came out today about drinking high fat vs. low fat milk, and the positive effect on fertility that the former can have. Remember the report that drinking milk increases twinning? Issues like this should be kept in mind when considering the spread of lactose tolerance, anything that increases fitness should spread. Why didn't it? Well, it seems likely that cattle can't be raised everywhere, so you have a situation where the selective benefit is geographically constrained. Also, modern lifestyles are characterized by no scarcity of calories so comparing this to pre-modern situations might be a false trail. The world wide spread of milk consumption should be changing things genetically though....
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In addition to the issue of caloric scarcity that you mentioned, twinning also increases the risk of pregnancy/birth complications. While these issues are not as important in Western postindustrial societies, especially in affluent circles, these are also some of the more low-fertility groups due to high investment in individual offspring in order to have them meet or exceed parental socioeconomic status.
More on diet and twinning:
ABC Radio (Australia), 2006:
http://www.abc.net.au/rn/healthreport/stories/2006/1672659.htm#
"(Steinman) agrees that twins can run in families, particularly fraternal or non identical twins, and that therefore there is a genetic element. But that doesn't mean, he says, that twinning isn't affected by environmental influences like diet. The link, Dr Steinman believes, is a chemical messenger called insulin-like growth factor, or IGF."
Dr. Gary Steinman of Albert Einstein College of Medicine, New York: "(T)here are some interesting situations where diet can affect twinning. For example the highest rate of twinning in the world is with a tribe in Africa in Nigeria called the Yorubas. When the Yorubas move from the countryside into the city and their diet does change, then their twinning rate drops to almost the level of the Caucasians. In contrast the Japanese have among the lowest twinning rate in the world. When they moved to the United States, to California in particular, their twinning rate doubles."
MedPage Today, 2006:
http://www.medpagetoday.com/OBGYN/Infertility/tb/3240
"In a broader discussion of the effect of diet on twinning around the world, Dr. Steinman mentioned the role of insulin-like growth factor (IGF) in various foods such as milk or yams."
This brings to mind the amusing episode when the "Got Milk?" campaign (with pictures of people with "milk whiskers" and all) was launched in Latin America, and they somehow got their Spanish a little bit wrong so that the the question instead could be read as: "Are you lactating?"
Raising cattle is not all that geographically constrained.
Anyway, I am getting a bit sceptical about the claimed ubiquity of lactose intolerance.