"Milkshaking" is such a strange thing to me. You go out and spend $8 on a milkshake just to throw it at some politician you hate.
"Yes, yes, I must taint this man's body and robe with a substance that shall leave him covered in filth and stickiness! What? An egg? Rotten food? Harrumph, harrumph, no! My hands shall not be tainted by substances of the peasantry! Nay, I shall go to the $15 milkshake store to throw a dairy product at a politician who oppresses us with his capitalistic practices!"
Literally the most first-world way to egg someone, at least until the price on caviar drops.