That is correct. That is an orthography point connected to the history. It could be different. Slovak, for example, has a different orthography and implicitly palatalizes even "de" "te" "ne". In Slovak those are pronounced [ďe, ťe, ňe].
I translated this as "Do you have any cheese?" which is how I, an elderly native English speaker, would render it. So since it is marked as incorrect I should like to know how one would say "Do you have any cheese?" in Czech please. Thanks