The sugar in milk soaps increases the heat, and so they can burn more easily than other soaps. So most people prevent gel in milk soaps. I've done what Ruthie says, I soap at room temp using frozen goat milk and adding the lye slowly (sitting outside in the cold too, but thats mostly to keep lye fumes outside), have my oils ready to go at room temp or just above due to hard oils, then I stuck my mold in the freezer for 24 hours followed by the fridge for another 24 hours. Though I did stick a small slab mold of goats milk only in the fridge figuring being a slab mold it will let off heat easily.
You wrap the mold to help encourage gel, because if the outer sides of the soap are letting off too much heat you can end up with a partial gel. The most heat is going to be generated in the center because in the center its not losing off heat into the surrounding. But a soap mold left at room temperature and not insulated is going to lose its heat around the edges to the lower temperature air. There is also cpop, cold process oven process soap where the mold is placed in a warm oven after pouring to encourage a full gel.
Soaps that could overheat may have gel prevented, if you're going for a specific coloring gel could give you better results so you may encourage gel (or vice versa), if you are using essential oils which can burn off easily in high heat you may want to prevent gel... Its both personal preference and tailored to the specific batch of soap.