In a small saucepan, combine the vinegar with the onion, sugar and jalapeño and bring to a boil to dissolve the sugar. Transfer to a small bowl and let cool.
In a blender, working in 2 batches, puree the yogurt with the cucumbers, milk, mint and cumin. Season the soup with salt and pepper. Ladle into bowls and garnish with the pickled red onion and jalapeño and a drizzle of the pickling liquid.