It's a reasonable question. Why not, for example, just use a spray dryer to make the powder from the liquid milk?
The question is answered by simple arithmetic.
It is much less expensive to evaporate water in an evaporator than a spray dryer. The evaporator is used, therefore, to evaporate as much of the water from the milk as possible yet still leave a pumpable feed, of the correct viscosity, to be atomised into the ideal droplet form in the spray dryer.
Consider this: Say we start with 1000kg of liquid whole milk which has 125kg of dry solids (12.5%). The spray dryer needs a feed at approximately 50% dry solids. To achieve this the evaporator must remove 750kg of water (leaving 250kg of feed at 50%). The remaining water, up to 125kg, can then be removed in the dryer. This means that the evaporator has removed over 85% of the water (750kg out of 875kg) leaving the dryer to remove as much of the remainder as is required.
The figures are even more impressive for skimmed milk @ 9% dry solids (90% of water removed by evaporator) or whey @ 6% dry solids (96% water removed by the evaporator).
That's why you need an evaporator in the case of milk powder manufacturing. But evaporator is also a great tool to lower transporation/storage costs. Indeed dairy evaporators are frequently used to make some precontrated product and number of trucks can be divided by a factor 5 depening on the concerned product.
Finally, dairy evaporators are also usefull when manufacturing some specific products such as sweetened (or not) condensed milk, or cristallized lactose.
To find out why you need a good evaporator, click on Choosing The Right Dairy Technology