I've been to Wal-mart, Trader Joes, Whole Foods, Kroger, Meijer, Safeway, and many others many, many times, as I was born and raised in the USA and didn't even visit anywhere else until I was nearly 30.
I don't think that you and I are talking about the same things when we say "unprocessed cheese" or "non-shitty bread". Wal-mart has, in the scheme of cheese and bread available on earth, an absolutely abysmal selection - this remains so even when compared against the US more widely.
Part of this is Wal-mart's focus on a very limited number of suppliers that have many different brands/logos.
Even the mozzarella balls in brine sold in the "fancy" grocery stores are full of adulterants and other things you'd never find in quality cheese. The "fresh" bread from the bakery is lower in preservatives than the bagged stuff, but is nowhere near "good". The worst bakery in any major city in Europe has bread an order of magnitude better than any chain grocery store's "fresh bread" bakery section. (That's not nationalism: you can pick any of a dozen countries to compare.)
...and in many places in the US, that's the only/best available within a 20-30 minute drive. Food deserts (another growing problem) are even worse.
US grocery stores are very bright and shiny and have many different brands available, but the hidden structure is that almost all of those widely available come from a vanishingly small number of conglomerated suppliers, oftentimes using processes or ingredients that are banned in other countries on safety and health concerns. Even the "quality" (aka fancily packaged, more expensive) stuff comes from the same conglomerates and suffers the same problems.