Where did the saying "do you want some cheese with that whine" come from?

Whine and wine aren't pronounced exactly the same.
I know it's a play on words but wine and whine are NOT pronounced the same way.
The "wh" in whine is pronounce like the "wh" in what, the h isn't silent.
No I am from the US they are definitely different at least where I live.
 
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