Toilet issues are not really uncommon.
I won't even assume to be able to explain all problems and symptoms everybody experiences in the toilet with regards to protein powders (and perhaps other supplements), but here's what I understand.
Sometimes the problem is a small (or not so small) degree of lactose intolerance.
I can hear some screams right now:
What lactose intoletance?! we aren't talking about milk or dairy!
Well, you see, despite all high tech filtering that protein powder companies use, there still is a little lactose left in the products (or rather, it still produces a little lactose). Whey protein, for example, has lactose.
Now, being lactose intolerant isn't like muscles with the "all-or-none principle". It has really very varying degress, and also varying symptoms. Others may get symptoms after drinking a glass of milk, while others may get symptoms only after drinking beyond half a liter of milk in one sitting. Getting gas and having to belch it for longer than normal, for example, is a symptom of lactose intolerance. A more severe symptom would be getting loose bowel syndrome everytime you get to ingest an amount of lactose beyond your tolerable level.
Is this issue about lactose intolerance bad? Yes, because that would mean you might not be digesting all the nutrients in that meal, including the all important protein, because the lactose screws up, even if just mildly, your digestive process.
Do we need to spend lots and lots of money to remedy this?
Nope. Not unless you are highly intolerant, or worse, allergic.
But assuming that's not the case, all you have to do is "feel" yourself. Drink a glass of milk for example, and see if you get some lactose intolerance symptoms. If not, good for you. Then on your next meal, try drinking a little more (perhaps 1 and a half glasses or two), then see if you get some symptoms. Try doing that consistently for a few times, then you can determine your level of intolerance (of course, check if aside from the milk you drink you also ingest other foods that contain lactose, like cheese; best to leave them out while checking yourself).
And remember, it's not just milk, it's also some protein powders, so if you feel they give you symptoms, you might be doing yourself a favor by checking your level of intolerance. Then either reduce the amount you intake per sitting, or change to a more friendly kind for you.
Hope this helps even just a bit

-JV