Aye, so I think we are going to the depths of defining what a benefit is - from the 'use' of a soap, by which I means the lather, immediate feel and so on, it seems that blind testing shows no clear benefits of using it, not like adding sugar, for example, which increases lather.
But over a prolonged use, there might be benefits to the skin from the enzymes etc, but (so far) we have nothing conclusive on that.
My friend who is a much more experienced soaper than I am gave me two bars of soap that were identical except one was made with goats milk. There was a noticeable difference. The goat milk one was definitely creamier and lathered easily plus the bubbles were more abundant in the milk one.
She said that there is quite a bit of sugar in goats milk and that contributes to lather.
So, I don't know. Not enough experience for me to make the call but in this case it was apparent to me that I preferred the milk soap. As to health benefits or anything else I would not know.