I had this problem with a port-soaked cheddar too, and IIRC posted on here about it, and then again, others said they had the same problem. It was suggested the port affects the pH, maybe other factors, such that the curds simply won't (chemically) want to adhere to one another. So waxing/bagging is necessary. Even after aging, when I ate mine, you could still pull individual curds out from the wheel or slice.