Milk contains proteins. And just like eggs and flour which also contain a lot of protein, milk coagulates into a solid if you heat it up too much. The problem with heating milk in a kettle is that a kettle gets very hot on the bottom. This is no problem for water as it can easily handle the heat and will just distribute it throughout the water. However if you have milk in the kettle the milk in the bottom will coagulate due to the heat and stick to the bottom.
If you want to heat up milk you have to make sure to heat it up evenly either by turning down the heat, use something to distribute the heat better then the milk or make sure you constantly stir the milk. A microwave is optimal for this because it uses the liquid itself as a heating element but it is possible to heat up milk using almost any heat source if you are careful enough.
Found this out the hard way and accidentally turned my kettle into a milk bomb
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