Highly perishable food items like eggs and milk are vulnerable to changes in temperature. It is best to keep your eggs and milk at a constant cool temperature.
The door area of the fridge is the warmest part due to the exposure of warm air from the kitchen every time the door is opened. It is recommended to keep them in the main compartment of the fridge, where the temperature is colder and more constant. However is still safe for milk, but it may not last as long.
The door shelves are better suited to longer shelf life less perishable items like bottled sauces and fruit drinks.