You're probably right.
But you see, I come from the school of thought that there are two basic types of cocktails. The first are the logical combinations that people come up with while sober. For example, while drinking a type of soda or juice, one thinks, hmmm, some rum or whiskey would add kick to this. Boom. A cocktail is born.
And then there are the illogical combinations that one thinks about when they are wasted (if you've ever been wasted you know that you start thinking about adding alcohol to everything). So that's probably when a drunk, possibly a Russian, found himself wasted, and was like, hmmm, I wonder if milk would bring dairy goodness to this vodka. Boom. The White Russian is born.
Basically, regardless of how drunk you are, if you mix something with alcohol, and it doesn't make you barf your guts or go blind, well, name it something, like the Flaming Orphy, and Boom. A cocktail is born.