I don't get this Jewish joke...?

Today I was asked if I am an Orthodox Jew, then they said "Do you like pizza?"
I had a confused look on my face (surely), and then they said, "That was a joke."
Both of us are Jewish, so it couldn't have been anything tasteless...is this something to do with Kashrut? Because even still I don't get it (What if you get a cheese pizza...nothing wrong with that.)

A joke, eh?
I had never met this guy, so it wasn't an inside joke.

Who told you Jews can't eat cheese?! Cheese is perfectly fine, as long as it is not consumed with a meat product.
 
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