If you pour the milk into the tea, the first bit of milk will heat to nearly boiling, scalding it and changing its flavor. If you pour the tea into the milk, you don't have that problem.
(And as a personal note - if you need milk to make your tea taste good, maybe you just don't have good tea?)
Otherwise the concentration is higher and the temperature is lower near the bottom of the glass.
By the same reasoning, tea should actually mix better if you add the tea first, since milk has about the same density as orange juice and tea has about the same density as water. But in the case of tea and milk, you just have to bite the bullet and stir it manually if you want to avoid scalding.
I'm pretty sure I could if you let me practice beforehand. There's a pretty distinctive smell to scalded milk.
>What chemical change in the milk accounts for "scalding"?
Protein denaturing. It's a well documented effect in milk, and some recipes even specifically call for it. It's just not great in tea.