Matt parker showed that whether you add the milk first or last affects the temperature and temperature over time profile of the tea. That could have an effect on the taste.
I'm not surprised someone ran an experiment. That's exactly what I thought about when I read the scenario. The level of extraction and the taste of what's extracted will vary depending on the temperature, and adding the milk first lowers the temperature of the fluid the tea is steeping in.
For the undiscriminating palate (mine?) you probably wouldn't notice a difference. But someone who pays attention could, especially if they have a particular tea they're drinking regularly.
