Here's what the History and Genealogy of the Milk/s Family says about Mary Thurston:
"The date of Lemuel Milk's marriage to Mary Thurston is not known but probably it occurred at Easton, Washington Co.,N.Y."
"The parentage of Mary Thurston has not yet been determined. At the time of her marriage several descendents of Edward Thurston of Newport,R.I. lived at Easton and Cambridge,some of whom has sailed the seas in whaling vessels.
The Milks family has a legend of different versions that an ancestor was the captain of a whaling ship. He sailed with a full crew and three years' supplies and was never heard of again. He left a widow,a daughter(postumous)and a young son,in one version named Edward and said to be the grandfather of John and Benjamin. It may be this legend refers to a Thurston progenitor rather than Milks."