I mean there are things you can reasonably do better than the grocery store but something things are unrealistic. Like "just go to a gourmet cheese store" is not something you can do in most of the country.
I live in one of the largest metro areas with quite a few Michelin star and recommended eateries, lovely food culture, and we love our dairy. I think there are two dedicated cheese mongers you can walk into in the entire area, neither are particularly accessible.