What tastes good sells. Today most body-builders seem more concerned with cosmetic appearance, even at the expense of kidney and liver damage. For bulk, steroids simply aren't necessary. Therefore, if you want to gain muscular body weight via protein, you have to take in more fat than protein. This obviously isn't going to work with animal fat, for reasons already stated.
Coconut milk contains a large percentage of vegetable fat.
About 20 years ago I met Bob Sorge in New York. Bob was slightly over 6' tall and slightly over 250 lbs. He looked good. He told me the best gains he had ever made were on coconut milk and coconut meat mixed together in a blender. Remember my trainee who gained 11 lbs.