The specific heat of milk cannot be thousands of times that of fish. Probably the things we see daily, according to the specific heat of unit mass, there will be no difference in the order of magnitude.
The main substance of milk is water, and there is more than half of the water in fish meat, no matter how different it is a thousand times. Even if the specific heat of protein and bone is zero, the specific heat of fish is more than half that of milk.
In fact, it can be found that the specific heat of cod is about 3.7KJ/kg/K, and that of sardine is about 3KJ/kg/K. It is not much different than water.
Secondly, specific heat is a concept of thermodynamics, and heat transfer is a concept of kinetics. When the firepower is sufficient, how long the heat is depends on dynamics rather than thermodynamics.
In other words, if the same heat is absorbed, the temperature rise of fish meat is slightly greater than that of milk. However, under the same firepower, the rate of heat absorption by milk is much higher than that of fish.
Since milk is liquid and fish meat is solid, the heat transfer of milk depends on convection, while fish meat depends on conduction (due to the high water content of fish meat, there is capillary flow inside, and heat transfer is faster than conduction).