I've heard a few people mention the lack of vitamins in pasteurized milk. I get that heat could destroy some chemicals, so that sort of makes sense, but isn't most milk fortified? I'm not sure it's a huge deal. I don't really care that the vitamin A in my cheese didn't come out of the cow, personally.
I do care that it won't give me food poisoning though, that's a lot higher up the list of concerns than vitamin provenance.