I have no idea why we say it like that. Just accept that that is the correct way.

'Shake' is irregular (shake - shook - shaken), so your examples would have to be 'milk shaken' or 'shaken milk'. But that just isn't what we say. To call something that is shaken a 'shake' - using the base form of the verb as a noun - actually follows the same pattern as other food and drink dishes. For example, a 'mixed grill' is made up of meats that have been grilled, a 'roast' is a roasted joint of meat, and a 'bake' - for example a clam bake - is a dish that has been baked. So there is a system there somewhere.