As far as I can tell, there's no hang up about 'cheese' at the higher levels of competition even among westerners. But that might just be from the extreme Korean influence at that level?
The attitude seems to be that throwing in the occasional cheese is not so much meant to win the game, as it is meant to make sure your opponent wastes resources on defending against a potential cheese at all the other times.
This is very similar to the function of a bluff in a theoretical analysis of poker. Very simplified, the optimal frequency of bluffing is when bluffing just about breaks even against optimal play from your opponents. But throwing the bluffing in masks when you actually have good cards.
A failed cheese usually leaves the attacker so weak that the game is already lost. Cheeses are intended to win the game.
But if you are known to never cheese, your opponent might bet on greedy strategies, sometimes known as "economic cheese": you don't prepare any defense, and skip scouting, to build an overwhelming army all of a sudden at some given time like just after an important couple of upgrades that boost the army (a timing attack).
The "normal" play (economic growth plus scouting) is usually the superior strat, but if your scouting fails to detect a cheese attempt that must be countered with a very specific defense, the game is lost. The occasional cheese keep the players honest so they spend resources in scouting, instead of going greedy.
StarCraft has its own bluffing scheme, that is faking a build so the opponent goes for a specific counter, but actually going for something else.
Westerners do use cheese but many of them are very unhappy about it. Probably its biggest detractor is Dan 'Artosis' Stemkosky, a man who has dedicated his life to StarCraft and who sees cheese strategies as a betrayal of the beauty of the game. He nevertheless grudgingly engages in the occasional cheese, though his opponents nearly always see it coming because he saves it for when he's truly on tilt (another poker term).
I think the real issue is that, like learning to play the piano, StarCraft demands extreme levels of practice to master its physically demanding control scheme. To then lose to an inferior opponent who merely bluffed you feels profoundly unfair. For whatever reason, Koreans seem to be better equipped to handle the cognitive dissonance associated with such an unfair system. Perhaps the Korean school system (and its infamous final exam) has something to do with it?