Why do so many cheeses have artificial ingredients?
Here in the states it depends on where in the grocery store you look. Usually behind the deli counter and in the dairy isle, yes most the large commercial cheeses are loaded up with additives and preservatives. In a store like Whole Foods (increasingly in traditional grocers too), there is usually a devoted cheese section. If you look at those cheeses, you'll often find the only ingredients to be milk, enzymes, salt. There are also local farmers markets that often have a variety of handmade cheeses that are less likely to have additives/preservatives as well. 

Question 2 Is subjective and depends on what the consumer is after. The mass-produced stuff is more homogeneous in color/taste, can have a longer shelf life, and is generally cheaper than the other offerings. As far as health concerns, many customers feel that you are better off avoiding unnecessary additives though I don't believe there is much subjective evidence supporting one side over the other. 

Roux has it right on for point number three. Safest assumption for why a company does something a certain way is cost.