If you are from the UK or Australia, then in all likelihood this is how you are used to drinking tea. Most tea bags are purposefullly blended to be drunk with milk and will seem bitter and astringent without.
The flavour of most high quality, loose leaf teas will become overwhelmed if you add milk. Experiment to find what works for you.
Remember that most high street tea bags are made with CTC (Cut Tear Curl tea), a production line process that produces robust teas that are well-suited to adding milk.
Teas such as Nilgiri, Assam and some Yunnan black teas are a good choice for those who prefer full-bodied flavour and like drinking tea with milk.