The “fun” question is whether prions are present in milk and other dairy products. One might argue that they are not, by virtue of them being largely localized to neural tissue.
Of course, this raises the question of how CWD is being transmitted in elk, since elk don’t eat elk.
“Scientists believe CWD proteins (prions) likely spread between animals through body fluids like feces, saliva, blood, or urine, either through direct contact or indirectly through environmental contamination of soil, food or water.”
https://www.cdc.gov/prions/cwd/transmission.html
Milk is clearly a body fluid, though is curiously absent from the above statement.
And as other comments about the difficulty of sterilizing prions make clear, pasteurization will have no effect.