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?