WF isn't aiming to be "healthy" as far as low-cal diet food (altho they have plenty of that as well). It's healthy in that they try not to sell foods with loads of presevatives.
It's definitely considered to be a top grade grocery store -- in fact many people call it "Whole Paycheck".

As far as orange cheese goes.... Years ago while visiting friends in Australia I noticed the cheese in the grocery stores was only white. They thought it was really weird we have orange-colored chedder. I never did figure out why that is but if you're coming to live in the States for a while get used to it