Yeah, that study is not really relevant. All humans should eat whole milk dairy ONLY, and that goes doubly for CFers. That study said that the more dairy you eat, the lower your risk of type 2 diabetes, but they didn't know why. I would say there is no causal relationship in that study, especially since they bought into the "low fat dairy is good for you" falsehood.
First, to answer your question about higher fat dairy being better from a glycemic point of view, yes, you're right. The higher the fat content in a food, the low the glycemic index will be (
www.glycemicindex.com). When you have stand-alone milk with little fat, you're body is only digesting the milk proteins, the lactose and galactose (sugars), but when you keep the fat in it, milk is digested slower and the energy (and sugar) is released more incrementally. ALWAYS eat foods in their whole form, as the entire matrix of a food makes sure that all of its parts and nutrients are digested and absorbed at the right time, reducing disease-producing effects such as blood-sugar spikes.
Aside from the fact that saturated fat is good for you (as long as it's not homogenized- which most store-bought milk is), defatted dairy you buy in the store is denatured. What they often do is skim the fat off the top, powder the fat, and add it in depending on what percent milkfat you want (1%, 2%, whole). Powdering milk completely denatures it, meaning that the proteins and fats are heated and broken down into particles that the body does not recognize. This can cause digestive problems, and since the body cannot break down and absorb denatured/homogenized fats it stores them in places you don't want, possibly around your internal organs. This is very bad. In addition, denatured protein and fat particles can cause the formation of cholesterol inside your arterial walls, which causes the formation of plaque and leads to heart disease. For some quick info on the problems with homogenization, visit:
http://themilkblog.blogspot.com/2007/06/horror-of-homogenized-milk.html. For a more extensive and thorough investigation of the problems with modern milk, I recommend you read
Nourishing Traditions by Sally Fallon.