Costco is our salvation here in Ontario. Cheese prices are high, yes, but about 1/2 at Costco compared to anywhere else. They have good selection and quality. Reference is a 500g block of Jarlsberg at currently $9.50 Canadian. Expensive, but still affordable.
Once you're above the grade of "cheese" that I'd suppose Europeans wouldn't recognize as such at all, even our low-end actual cheese in the US is incredibly expensive compared to (Western, at least, IDK about the rest) Europe. Not sure why.