The reason A Milk stout has a higher FG is that the complex sugars from the higher mash temps, and the lactose in the recipe, do not ferment and leave a desired residual sweetness and mouth feel. Adding sugar may lower the FG some as it will increase the alcohol, effecting the hydrometer reading. If you want to keep the alcohol level the same and lower the FG, replace some of the fermentables with simple sugar, and/or eliminate the lactose addition. However your final beer will not be a milk stout. Residual sweetness and mouth feel/body are a requirement for a sweet stout style, and a higher FG the result.
So you can dry out a milk stout if you want, my only question would be Why?