"It's a good gateway [to acting] because if you think you want to go into the industry, Stage Challenge is the perfect thing to find out what it is all about because you have the aspects of rehearsing and you've got to give up your time," he said.
Milner said Stage Challenge helped him build confidence as an actor.
"Each year I went to Stage Challenge it was always different. The first year I was shy not knowing anything. Then the next year it was more about the competitiveness and getting into it more."
The Stage Challenge Foundation told NZME income from this year's planned shows would not have covered costs.
The charity relied on government and corporate sponsorships, grants, participation fees and ticket sales to cover the cost of producing the events.
Pauline Cleaver, Ministry of Education acting deputy secretary for early learning and student achievement, said the ministry had a contract with the foundation from 2016 to 2019 and gave them $267,000 a year which she understood covered about a third of the total annual cost.
Stage Challenge Foundation producer Helen Sjoquist said it was disappointing to make the decision not to proceed with the events.
"There has been a steady increase in the cost of producing the events without a corresponding increase in revenue from sponsorships, grants, participation fees and ticket sales," she said.
Milner, who has been on Shortland Street for about four years, initially became involved with Stage Challenge because it meant a day off school but then learned what it was all about.
"My favourite part is the community. You go there and everyone is there for the same reason. You kind of forget when you first get there that it is a competition."