Pig cheese is not a thing because, believe it or not, pigs do not lactate. Lactation is the process of producing milk from mammary glands and only mammals that have mammary glands can lactate. Pigs are not mammals, they are actually classified as artiodactyls which means they are even-toed ungulates (hoofed animals). Therefore, since pigs cannot lactate they cannot produce milk and thus cannot make cheese.