I bought a 6 pack of milk stout by left hand off the shelf and it was warm. Upon looking on the bottle, it says "Please Keep Refrigerated." Is this beer okay to be stored on the shelf?
It won't hurt you, lactose (the 'key' ingredient of milk stouts) doesn't need to be refrigerated the way actual milk does. However, it is advisable to keep milk stouts refrigerated for two reasons:
1) They generally don't age particularly well, so keeping them in the fridge will best preserve the taste.
2) If a milk stout isn't pasteurized the lactose can provide unfermented carbohydrates for infections to feast on if any bacteria is present. But keeping it in the fridge will drastically slow down any potential infection.