Boris Johnson got grief for doing this, but as he says himself, "‘This really is how I make my tea. ‘It lets it brew and makes it stronger."
I usually pour in the milk before removing the bag so that I can see whether it looks strong enough; if it doesn't, I leave the bag in and take it out when it does (or add more hot water and milk). I also do it if there's no spoon handy or tea bags are running low.
Putting milk in first before the hot water, now that is weird.