What does this feature do?
Allow to open the milestone for see the tickets that related it like this: http://img207.imageshack.us/img207/3874/catturaan.png
Not completed anymore, since there was a rewrite of the 3.0 codebase, again.
The probably should be done using ajax so if there are many milestones and tickets the page doesn't get too big.
At this point in time, almost 5 years later, I believe it would just be easier to keep things the way they are where you click on the milestone to be taken to the ticket listing page with the milestone filter being used to display it's tickets.