In a study of women, eating probiotic yogurt was shown to lower LDL (bad) cholesterol while raising HDL (good) cholesterol levels (Estruch R., et al).
Yogurt is easier to digest, especially for people who are lactose intolerant or allergic to casein (milk protein). Part of the lactose, that's naturally present in milk, is converted to lactic acid. Also, during the fermentation process, some of the casein is hydrolyzed, breaking it down and making it easier to digest.
Estruch R., et al. Effects of a Mediterrean-Style Diet on Cardiovascular Risk Factors. Annals of Internal Medicine. 2006; 145: 1-11.