The best emergency food for feeding hedgehogs when they can't get sufficient worms & slugs is tinned catfood (a meat variety) rather than fish variety. However, on occasions I've fed them a little raw minced beef which went down a treat.
I think the "myth" go's back to the days when most people would at least find some bread and milk in their kitchens / larders.
Today those who care for wildlife seem to have a much better understanding of it, than they did, say.....50 years ago, better comunications like this computer are I think are a great medium for spreding the word.
I know someone who runs a wildlife rescue service who use goats milk instead of cows milk, apparently is kinder on the digestion.
In country folklore it was said that hedgehogs would drink from a cow's udder when the cow was lying down. This was believed to be the reason for a cow not producing milk - the hedgehogs were drinking it all! (Apparently vets have encountered scratches on cows udders that look as though they could have been caused by a hedgehog's teeth).