Brits are quite sensible putting milk in most tea that they have, because most of it is blends of predominantly Kenya tea from a generic teabag.
Making tea that tastes really nice is actually harder with teabags, especially the pyramid bags that are advertised as being so perfectly designed. You'd think that a PG Tips pyramid bag would be the simplest, but actually the moment you pour boiling water over a pyramid bag, the entire flavour comes out, enough flavour for two cups in fact. In my opinion, teabags are not well-designed for a single cup; there are too many leaves.
Secondly, the leaves are actually different too. It will come of no surprise to you that teabags from supermarkets are not of the same quality as loose leaf tea. The worst quality leaves, the dust left once the leaves have been dried and taken away, are used in teabags. So although most of what's in there is indeed tea, my guess is that it comes from the crap leaves that fell apart as they were processed, probably because the leaves had been picked when they were old and manky on the bush. In any case, the grade and taste of the tea is generally thought to be lower in your average teabag compared to loose leaf. Such crushed leaves have a very high surface area so all of the flavour diffuses out the moment water gets near it. So you're almost guaranteed to have a cup of tea that is too strong from the start and needs milk to take away the bitterness that comes from overbrewing and bad quality leaves.
Apparently the tea does not infuse well through the bag, but I have no evidence for that, and I don't see why it should be any worse than an infuser. In my opinion, teabags taste worse than loose leaf because of the leaves that go into them. I imagine that the best quality teabags are as tasty as loose leaf, because they use better leaves (although I have not tested this thoroughly).
The British public is very sensible having milk in tea. Because it's very hard, with the tea we're given, to make tea that tastes any good without it. Luckily for these teas, consisting as they do mainly of Kenya tea, the addition of milk can be quite a positive thing. But I assure you, many of the best teas are absolutely wonderful without milk.