I think some people just have issues with authority and the idea of "cheesing" things (even if it's harder to "cheese" than do normally) is some kind of rebellious victory in their minds.
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I think the only time I truly wanted to do a cheese was the totems in Crota's End, if nothing else than to make the gatekeeper walk of the ledge. As stupid as it sounds, it became my favorite part of the whole raid.
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That's a little bit different when the cheese is actually easier than the intended mechanics. King's Fall is different because no Knight and totems cheeses are both stupider than doing it the right way.