Buying a cow and a bull and recreating the whole thing yourself wouldn't be any better, even though there's no industry involved. It's suffering and exploitation which are at the heart of the vegan argument, not industry or capitalist profit (although these are often co-opted into supplementary beliefs)
Ok, but how would there be suffering and exploitation involved (do you believe that owning household pets is immoral, because if so that might be the distinction)? This makes no difference to me, I'm just genuinely interested in this. And as for the fact that not every family can afford a cow (though household livestock ownership was pretty high in the middle ages, for example), I still think that puts milk and cheese into a seperate category from meat - the problem is of practicality not morality. If a household had a cow, most vegetarians would believe it is wrong to kill and eat it.