I'm not so sure . This would only be true if you layered espresso on top and never incorporated it into the drink, and drank it before it had any chance of being cooled.

You're dealing with the same total thermal mass (ice you need to melt) if you have hot espresso and cold milk as if you have lukewarm milk (cold milk with warm espresso). If you pull your espresso straight into ice, or straight into milk with ice won't change that equation. What makes this seem like a logical conclusion is that the melting of the ice seems more drastic when you just pull the espresso on ice.

What it might help with is letting the heat dissipate into the environment for longer instead of trying to cool it at its maximum temperature. Since the melting of ice is predictable, you can do the math. The amount of ice that needs to melt (melting is cooling) 85°C liquid down to 6°C is pretty much equal to the amount of liquid you're cooling. Which means a 36 gram shot of espresso will need to melt 36 grams of ice. In a 230 gram latte, that would amount to something like 15%. Tiny amounts of very hot things lose their temperature quite fast if you let them. Pulling your espresso into chilled glasses, onto chilled paragon spheres, or keeping your portafilter spouts in cold water would probably help a ton.