Why Do You Need Milk In A Cheese Sauce?

You can't just melt the cheese on its own--unless it's Velveeta, which is a processed cheese product made to melt. The fat/protein/moisture profile of most cheeses just doesn't allow it.  Also, it's a sauce: There has to be some kind of liquid.  You could do a rarebit kind of thing with beer and eggs and cheese, but that's trickier than a butter, flour, and milk sauce.  Water would taste awful.  I don't cook with milk substitutes, so somebody else would have to speak to their usefulness.