'tis a joke question surely? You don't store milk whilst pregnant, you make milk after the baby is born. Still, judging by the size of my bum whilst pregnant I could have been storing it in there!
I have read that you put weight on your thighs as stores of fat as reserves for when you are breastfeeding-
"It's normal to gain fat around your breasts, bottom, thighs and tummy during pregnancy -this is nature's way of storing up food for the baby. Breastfeeding will help use up this excess fat,..." is an exerpt from babycentre website.
So you're kind of on the right wavelength,lol!
:O)