In Dwarf Fortress, milk is already a food item, and if I am not mistaken, you get one cheese for every one milk. So would the only benefit of cheese be that it is just one more ingredient for making meals? Do dwarves, even without a preference for cheese, generally like cheese better or get more out of it?
Are there any other advantages? (besides cheese loving dwarfs making engravings of cheese)
Milk rots. I’m fairly sure cheese doesn’t – or at least does so at a much slower rate.
ETA: Apparently, it does rot, but cheese is ten times as valuable as the milk it was made from – and turning milk into cheese frees up the jug you were using.
… And, of course, is an extra task, meaning extra job experience.