The blue stuff in blue cheese, for example, is a fungus. Fresh whole milk contains the necessary bacteria to produce cheese but for several reasons, it is best to use a prepared starter and not trust to chance. Fresh milk contains lots of other flora and fauna that may or may not be useful to cheese making or even dangerous to life. It is best practice to Pasturize the milk to kill everything and inoculate it with a known culture of the proper organism. When using supermarket milk, we have no choice as it will have been Pasteurized.
Wine makers are in exactly the same position.
Every grape comes with the natural yeast to produce the natural wine but rather than risk a batch to whatever else might be lurking on the grape, the must is treated to inhibit all natural organisms and is then inoculated with a yeast culture. Not doing this is precisely why home made wine has such a bad reputation. It's either great or undrinkable. Many recipes and books suggest using cultured buttermilk as a starter and if one is anxious to get started, it is readily available. However, one can never be sure just what the culture is and a real cheese starter is more likely to produce high quality cheese.