I don't think you did anything wrong, OP. It read to me that he might have been wanting to give you a heads up in case he had to make a quick exit/didn't eat very much and did not want to offend you.
As an aside, I'm lactose intolerant and frequently forget about it. I do not mention it because I can take a handy pill and/or limit my dairy intake as needed. Also, I'm not sure if you did say the meal was Italian upfront, but for me, it still wouldn't cross my mind that there might be a lot of cheese. Most of the Italian meals in my family are very little cheese and only small amounts of pasta at the most. Maybe that was this guests background in Italian cuisine too? But no matter, OP, you did nothing wrong.