I've been using Hikari frozen mysis and never get that problem. I stick the cube in a small cup. After about 5 minutes I stir and it usually is crystal clear. Then I dump it in the tank.
I tried another brand once and didn't like it. But I don't recall it being milky, just the shrimp were all shreaded. I prefer to have more whole shrimp as do the fish.
Does it smell really bad? If not, I guess it's not spoiled. But I would recommend, like others said, draining out the water until it gets fairly clear. Then feed.