I did a trial with one of my cheese where I lined some of my moulds, and left others without any lining at all. Pressed them all the same. The lined ones I thought oozed more whey, but by the end of the aging period, I didn't really see much different in the final texture or taste of the cheese. It was the monteray jack recipe that I did it with.
So I have to confess, that I don't always use cheesecloth if I think that I can eliminate it from the process.