I spent the last couple of years selling and eating fancy cheeses and I'd say that isn't true. Some are better melted, some I let come to room temperature long before eating and some (almost none, though) I prefer cold.
Trust me, some cheeses will turn into an oily puddle when melted.
My guess is your experience is with young, semisoft, and American cheeses?
I left to work for a non-profit a little bit ago. I seriously miss getting invited out to visit cheese, beer and wine (and whatever else local) producers. I spent my vacations just going from place to place.
My dream is to produce goat cheese, so maybe someday I'll be back in the life.