Cylinder head milling

Yeah, sounds about right. It's just basic geometry. Usually if you're just doing a skim cut to true things up, it won't be needed; but it ultimately depends on how much gets taken off.
If you're cutting the heads to gain compression, then you're taking a bunch off and you definitely need to run the numbers. And recheck your pushrod length while you're at it.
If you throw thicker head gaskets on it, you just lose whatever compression you gained by milling.
I agree with you.