It's both tradition and a law

During the 17th and 18th centuries, English chefs frequently enhanced their pies with various sauces. It was the English who first paired Wensleydale cheese with apple pie. Over time, this regional cheese was largely replaced by cheddar, especially as people began to settle in New England.
The shift to cheddar occurred because it was more accessible in the United States compared to Wensleydale. The popularity of this dish in the North and Midwest, as opposed to the South, can largely be attributed to the abundance of dairy in those areas. In simpler terms, the regions where this combination thrives have a high population of cows, resulting in a plentiful supply of quality cheddar cheese.
While some may still find the pairing unusual, in the areas where it is enjoyed, serving apple pie with cheddar cheese is completely normal. For instance, Vermont enacted a law in 1999 addressing this very topic. The legislation requires apple pie vendors in the Green Mountain State to make a "good faith effort" to provide a serving of apple pie accompanied by one or more dairy options, including "a slice of cheddar cheese weighing at least ½ ounce."
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