That's kind of the point of this thread though isn't it? Weird food pairings that sound crazy but actually work if you're brave enough to try them
Elsewhere in this thread you'll find a lot of sweet/salty/savory pairings, one that's particularly relevant is adding chocolate to chili. Lots of chili will end up getting served with some shredded cheese, or some sour cream (sour cream is kind of next door to cheese when you think about it) so not too far off from a Mexican hot chocolate without the meat.
Cheese is dairy, and there's no shortage of milk and chocolate creations, like hot chocolate itself
Cheese can go with sweet things just fine, plenty of great fruit and cheese pairings, cheese and honey, etc. (if you haven't tried it, some warm apple pie with some sharp cheddar cheese on it is great, also sounds crazy to some people but if you ever do a cheese fondue odds are you're going to be dipping apple slices into cheese)
You're probably even familiar with a couple pairings of chocolate and other cheeses, things like chocolate chips in cannoli, chocolate cheesecake