Diary is a flexible ingredient and when cooked, its taste, appearance and consistency will change.
Milk and cream thicken and get sweeter as water evaporates and sugars caramelise. When heated aggressively, cream can separate.
The proteins found in cheese, on the other hand, will harden and the fat will separate or 'cook out' from it. Cheeses react differently – they melt faster or offer differing strengths of flavours (older the stronger) - when added to food. When melting cheese in the final stages of food preparation, temperatures need to be low and timings need to be short in order to preserve flavours.