Cheese (dairy in general) is also said to increase phlegm and prolong a cold. I'd bet both of these things are related to lactose and/or casein intolerance. I'm slightly lactose intolerant, so if I drink milk or eat soft cheeses, I get phlegmy and digestion problems (both constipation and constipation's equally evil brother, diarrhea). But I can eat hard, aged cheeses (no lactose) with absolutely no problem at all. I can't see what else in cheese specifically would be a cause for constipation.
Cheese can only cause a constipation if these both are true: 1. The cheese is not hard cheese, and thus it still has lactose in it. 2. You have a Candida or other yeast problem, which eats the lactose you consume, overgrowing itself, creating mucus. As a result, the mucus does not allow your stool to be released.