Yes Blue Cheese can give you gas especially if you're lactose intolerant.
Lactose Intolerance can cause blue cheese and other cheese as well as many other dairy products to give you gas and cause bloating, stomach pain etc.
So if blue cheese is giving you gas then other dairy products may give you gas as well and you could be lactose intolerant.
But if it's just the blue cheese giving you gas and you're not getting bloating or any other stomach pain then it might just be the blue cheese that is making you gassy and causing you to fart more.
Blue cheese gave me gas when I ate it but I wasn't lactose intolerant so it can give you gas even if you're not lactose intolerant.
Everyone's body is different and digests different foods differently.