i have had a server tell me that too, and i have never asked for a sandwich with cheese on it in my entire life. not once. and half the time whatever i ordered will come back with the cheese scraped off, which is a clear signal to me that i need to talk with the manager. fuck that.
that reminds of another cheese related pet peeve i have: restaurants that top their food with grated cheese when the menu mentions nothing about cheese. italian places do this a lot (altho its semi predictable, so i usually just request they do not add any cheese to the dish). and other restaurants tend to add cheese to their salads or even soups.