Proverbs often sound confusing or inaccurate, but this one is an exception. Crying over spilled milk will obviously create even more liquid to clean up, and that's not very useful in most situations, so it definitely seems to make perfect sense. However it is still important to check the relevant facts with Science and Googles, just to make certain, in chart format.
The red line at the bottom of the chart represents a puddle of spilled milk. This puddle extends all the way from the beginning of history to the present day. Clearly, milk is a highly spillable substance and time has done nothing to change that.
Tears, represented by the blue line, were first discovered in the early 1500s, but were initially unpopular because no-one could work out what to do with them.
With the advent of usefulness, shown by the green line, in 1560, tears were experimented with again, to see what use they were.
As can be seen, the results of this experiment were initially wildly inconsistent, with everyone howling during one decade and then snivelling quietly for the next. This was mildly useful at first, but by the late 1700s it was almost no use to anyone at all.
However, since around 1800 people have found ways to make tears more efficient, so that fewer tears are needed to achieve the same degree of usefulness, making them much more useful.
Scientific Logic informs us that some of this usefulness must surely relate to spilled milk, particularly since it's right there in a puddle at the bottom of the chart.
In conclusion then: it does seem that tears in general can be useful, and that this usefulness must in some way interact with spilled milk, perhaps acting as a preservative due to salt content. So, it is some use to cry over spilled milk after all! Isn't Science amazing?