It’s possible to make a curry sauce with regular milk or regular plant-based milk.  However making this swap will change the flavor and texture of the sauce.  The coconut milk contributes a silky, creamy texture to the sauce similar to cream while other milks will not.  The results using plant-based or regular milk is likely to be more watery and will need cornstarch added to thicken the sauce.   The coconut milk also adds a hint of sweetness and flavor to the sauce that is associated with many curry sauces that other milks don’t have.  I suggest tasting the sauce frequently while it’s cooking and adjust other ingredients such as spices and applesauce to give the sauce flavor.