Except they can't go to the fridge for cheese whenever they feel they need more calcium, and if it's high in calcium as you say then they also need to be able to opt out of receiving it. Not sure if the fat content is an issue but not going to pretend I know how to convert nutritional info for humans into chicken.For sure I worried about the dairy but my chickens seem to have no problem with it. Sharp cheeses have most of the lactose fermented out of them anyway so if lactose intolerance was an issue the sharp cheeses I share with them should not be a problem anyway. Cheese is one of the highest calcium sources that is edible so I don't see any reason why their needs couldn't be met with cheese. There's certainly nothing in nature that can match it that a chicken would normally forage for.
I just don't see why the oyster shell should be removed even if you didn't see them eating it, as it does no harm just sitting there. You can also save some eggshell and bake it if you want, and crush it up and add it to the oyster shell for another calcium option that some birds find more acceptable.