Well, that's not really correct. By that standard, water or boiled water would be of "little value." No calories, no protein, no vitamins. Yet without it, you die in a few days.
Similarly, the pasteurization cooks out the harmful substances that can kill you, such as E Coli. In 1996 there was a widespread E. Coli outbreak from Odwalla unpasteurized fruit juices. Harmed 66 people and killed a boy. So, unpasteurized can literally kill you. I'm no doctor but that's not healthy.
Pasteurized milk has ~8 grams protein per serving, a whopping amounts of vitamin D and calcium among other things. Those are not removed thru pasteurization.