This is not so much these days but; Apparently the order you add the milk used to determine class
If you were not so well to do and couldn't afford high quality china tea sets, pouring hot water straight into cold cups had the potential to crack them. In order to safeguard the lower quality tea cups, cold milk was added first to buffer the hot water.
If you had high quality china, you could add the hot tea before any optional milk and be safe in the knowledge that your snobby china will be no worse for ware!
p.s. Tea from the pot, milk first. Tea a-la cup milk last.
Edit: Like you need any more proof???