i dont know for sure, but my guess is that it has two reasons. one is the same reason that many are noheg to have a dairy meal- im not sure exactly how it goes, but something to do with the laws of kashrus not being known/ understood at the time. second, cheese cake is generally very sweet, and perhaps that extra sugar kick late at night is meant to infuse men with much needed energy to be able to stay up and learn.
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