Ciao Alessio,
About the lactose in milk products and derivatives it was told to me by a biologiste that birds (so also chickens) can not digest this, such as mammals can. But the reason for giving yoghurt is other.
The point to give yoghurt is because of his high acidity. The intestine has need of bacteria for the digestion of food. These bacteria (we call them good bacteria because they help) have need of an acid environment (which can be provided by eating yoghurt).
Coccidiosis is a parasitic intestinal disease which not thrive well in a acid environment. So the reason for yoghurt is simple to understand.