Your jug has a lip with a profile such that the cold milk wets it too weakly to pull the  surface of the milk around the edge of the lip. Instead the surface tension of the cold milk pulls against the distortion of the milk's surface, creating a large contact angle with the material of the lip of the jug, and accordingly a large bulge of fluid overhanging the solid surface. To see an example of such a large bulge with a large angle of contact, sprinkle some drops of water onto a clean nonstick surface, such as dry wax or teflon. The drops will form fat, round drops with lots of overhang all round the edge. If you pour hot water onto clean glass with just a smidgin of detergent to reduce the surface tension, the drops spread more widely and flatten out drastically. The surface of the droplet has no overhang, its edge being practically flat, nearly in line with the glass, a small angle of contact.   When you tilt the jug far enough, the large bulge ruptures, pouring the milk cleanly away from the curve of the lip and in a convenient trajectory through the air.

When you heat the milk you weaken its surface tension. The apparent "skin" formed by the surface tension is weakened proportionately, which increases the wetting power of the milk. If you put such hot milk on your non-stick surface, or on a sheet of clean glass, it would take a flatter shape. The viscosity of the milk also decreases, making it more fluid, so that it practically seeps round the profile of the jug's lip, and runs down where it is least welcome.

Cheer up! It might have been sulphuric acid..

If my explanation is too opaque, let me know, and I will try to formulate it more transparently.