65% of humans have lactose intolerance, so depending on where exactly you teleport them to it might be a completely normal thing. I'd imagine the immune system will have the capacity to develop in the same way too, so really it should work out fine.

Lactose tolerance in Europeans likely arose with early PIE groups as they began domesticating horses and oxen. Perhaps several time independently in different groups.

Lactose tolerance in populations is linked with pastoralism, and if I am remembering correctly colder climates as well.

Most humans today are not lactose tolerant as adults - it’s actually the exception.