The use of what looks like a "double negative" is very common in Czech. When used, the negative words don't "cancel each other out" as they often do in English.
Disclaimer: I'm not a native speaker of Czech (or a sufficiently-advanced student), so I can't give you a more precise explanation, but perhaps one of the native speakers will jump in.
My thinking, for what it may be worth...
One doesn't only or always buy milk IN "here." Probably it is usually bought IN a store, but it could also be bought at, say, a farmers' market, many (most?) of which are not "in"doors. More importantly, there is no "in" in the Czech sentence.
But you could try reporting your version as My Answer Should Be Accepted if you get this exercise again, and maybe it will become an accepted answer.
It is a non-standard placement of the adverb "here" in a sentence like this. In a "positive" sentence like "Here is where we usually buy milk," it would be fine, while" a negative version like "Here is where we never buy milk" sounds strange.
Note also the inclusion of "is where" in the examples; without it, both "Here we usually buy milk" and "Here we never buy milk" sound odd.
UPDATE: I woke up with another thought...
While "Here we never buy milk" is unnatural as as a stand-alone sentence, it might reasonably be used in a specific context.
That would be where we are comparing "here," where we never buy milk. with some "there," where we sometimes, often or always buy it. Although the exercise lacks that context, we do have some reports for "Here we never buy milk," so perhaps we'll consider adding it later.