Fish and cheese generally
don't mix well. Cheddar on fried fish would taste awful. Grated parmigiano
on spaghetti allo scoglio
is classified as a crime against humanity.
So it's a good shorthand for the uninitiated to be told "never put cheese on fish". But there are many exception. So it's more "never put cheese on fish unless
you know what you are doing".
I never had a Filet-o-fish, so I can't judge it. But given it's McDonald's, I'm quite comfortable thinking it's crap.