I can see why you would think you've been lied to by the company, but depending on the probiotic strains they sell, they *might* actually be telling the truth:
The kind of probiotic bacteria that can convert lactose (the naturally-occurring Sugar in milk) into lactic acid, include all those from the Lactobacillus family (such as L. acidophilus). Lactobacillus is very common in probiotic pills, but they are not the only family of probiotics out there... another common family of probiotics is called Bifidobacterium (for example B. lactis or B. bifidum), and bifidobacterium strains can only convert lactose into lactic acid when very little oxygen is present. So if your probiotic pills were made up of primarily Bifidobacterium strains, then they would fail to curdle milk in the ďMilk Test" unless you run the experiment in a place where you can create the low-oxygen conditions required for bifidobacterium to grow. For example: a lab, or inside your intestines ;)
If, however, the probiotic you were testing consisted mainly of lactobacillus bacteria strains, then yes - you should be able to grow that (and the company should have known that when you called them). For bacterial growth to occur, optimal growth temperatures must be maintained.
L. acidophilus, grows optimally around 37C (98.6F). Yogurt cultures grow best at around 104F. Adding a probiotic that grows optimally at 98F to milk kept at room temperature (72F) will cause the fermentation process to be significantly delayed, leading to the false conclusion that there are no active cultures in the product. So if you repeat this experiment with a Lactobacillus strain in the future, be sure to keep the milk in a warmer environment than just room temperature (Try putting it in an oven overnight with the oven light turned on - the lightbulb creates a small amount of heat - not enough to cook anything, but just enough to provide the warmth needed to ferment overnight.