Most people go veggie for one or more of the following reasons..
1. Animal welfare - animals used for meat are often badly treated in factory farms
2. Not wishing to have living beings killed for your consumption
3. Health or Dietary reasons
4. Sanitation of meat and meat products being poor after slaughter (contamination)
4. Other (I am sure there are more reasons LOL)
As for protein,a lot of cheese is actually more fat than protein. There are many protein sources - if you eat dairy/eggs, there is protein from that. If not, you get your protein from plant/bean/grain sources. One of my protein shakes (made with pea/rice and artichoke protein) has more protein than a steak.
I have tried doing shakes/ smoothies as a dietary supplement, but whenever I drink something that isn't water, it sits in my stomach, and I get sick.... it sucks.