Quick Question

Good afternoon guys :)  I have a quick question for anyone that would care to answer it. If you all dont know the answer no one will. ok here goes:  When making any type of bread, what are the differences between adding warm milk as opposed to warm water. Are there any advantages or does it really not matter except as to preference? Say soft pretzels for example, I have seen recipes that call for milk, others call for water. I DO know that in making bagels, I personally think brown sugar gives better texture than granulated suger, but again thats just preference. Are milk and water the same thing?  Any insight will be much appreciated.