It certainly sounds plausible since after all this is the Dairy State, but the answer is no.
1935 Laws of Wis., ch. 106 came close; it required serving a small amount of cheese and butter with meals in restaurants (eff. June 1935 – March 1937). And by the way, that was the first Wisconsin law with a sunset provision, i.e. a legislated ending time. Interestingly, Vermont passed a law in 1999 designating the apple as the state fruit and apple pie as the state pie. It also required a good faith effort to serve either a glass of cold milk, a 1/2 ounce or larger slice of cheddar cheese, or a large scoop of vanilla ice cream with a slice of apple pie. For the current Vermont law, see Title 1 Vermont Statutes Annotated, secs. 512 & 513, eff. July 1, 1999)
Now I've never had my apple pie with cheese before, but I imagine I should test out this question for myself. Should cheese be served with apple pie? Perhaps!