Sucrose, dextrose, glucose and fructose, but never lactose. Why not, what's wrong with it as a source of fuel?
Glucose (dextrose is the same thing) has a special role in metabolism - as well as being a nutrient sugar in its own right it's a vital intermediate in breaking down more complex sugars, starch, and glycogen, our bodies' main store of carbs. This all means we're able to get energy from it very efficiently (excepting cases of diabetes). This is why energy drinks (the ones with calories in, not just caffeine and flavouring) use it.
Maltodextrin, used in energy gels and some energy drinks, is pretty much just a string of glucose molecules.
Fructose is metabolised rather differently, but the pathway is connected to glucose metabolism, so it's not exactly parallel.
Sucrose is a glucose and a fructose joined together, so also a very available source of energy.
Lactose is broken down by lactase (in those individuals that produce it) into glucose and galactose. The latter in turn then ends up as glucose by a variety of routes, probably slower release than glucose, but faster than starch. It would appear to offer no advantage as a parallel source of energy to glucose, while not being any cheaper and intolerable to some people.
So if you like it, you can certainly get energy from it, and milk can often be bought easily - on a recent warm ride it would have been the only way for me to get a chilled non-alcoholic drink in one shop (but I don't like it as a drink so I had an ice cream and water instead). For a manufacturer trying to make money, it would make their products more expensive for no sales benefit.
Lactose requires the enzyme lactase to be digested. According to the Wikipedia article on lactose, "in most mammals, the production of lactase gradually decreases with maturity due to a lack of continuing consumption." In other words, most adult mammals, including humans, no longer produce lactase and are therefore unable to digest lactose. In some parts of the world where milk from cattle, goats, and sheep is an important source of food, notably Europe, parts of Asia, and parts of Asia, people have evolved to continue producing lactase into adulthood. Again quoting Wikipedia, "By descent, more than 70% of western Europeans can drink milk as adults, compared with less than 30% of people from areas of Africa, eastern and south-eastern Asia and Oceania."
The problem with lactose is that at least 30% of adults can't digest it. Makers of ice cream have this problem, but generally people who are lactose-intolerant know what ice cream does to them, and ice cream is popular so plenty of people who aren't lactose-intolerant will buy it.
Now consider a company making energy bars marketed to bicyclists. If they put lactose in their energy bars, many unsuspecting lactose-intolerant customers would eat the bars and have undesirable consequences. This would surely hurt the reputation of the product and the company.
Gluten is similar to lactose, being a common food ingredient that some people have problems digesting. In the US, gluten currently has a bad reputation, and food product companies are avoiding it wherever possible. I bought some honey recently that was labeled as "a naturally gluten-free food". Makers of energy food products probably want to avoid including an ingredient that could easily be "the next gluten", an ingredient that people love to hate.