Are you using flavoured whey? Not only do some guys have lactose issues with concentrates (as opposed to an Isolate) but they can struggle with some of the additives
a lot of people cannot tolerate whey protein but they use it anyway because they are told to by idiot diet coaches or some youtube guru with 100K followers
you don't need protein powder or vegan powder or any powder to lift weights. that is the ruse people do not accept because of billions$$ of marketing