I haven't tried Mackeson's Stout since right after the UK stuff stopped being imported and the old Hudepohl-Schoenling brewery (thru it's parent company, Snyder) in Cincinati began contract brewery it. I was unimpressed with the contract-brewed Mackesons.
Since then, Snyder went out of business, the brewery was completely taken over by Boston Beer Company (it was some complicated deal where BBC bought it from Synder yet, for a time, continued brewing the Snyder owned brands) yet Mackesons' label still says "Cincinati" so I guess BBC took on the contract (?). I occassionally see some of the big bottles (22 oz. I guess) that are c/b by the The Lion, as well.
Are folks who drank the UK Mackeson Stout satisfied with the contract stuff? If so, I may give it another try.
It is actually lactose that is added to the beer, rather than lactic acid (not that lactic acid isn't associated with some styles of beer, which it is, but it just isn't featured in this particular style.) Lactose is a sugar that is unfermentable by beer yeasts, lending a gentle residual sweetness to the finished product.
Keep an eye out for 'Milk Stouts'. The three that come to mind immediately after Mackeson's are: Lancaster, Left Hand and Hitachino Nest. You don't say which ones you've tried, but 'tween you and me the Mackeson's XXX is the best and my go-to version of the style.