In a modern kitchen, bleu cheese shouldn't impact your other cheeses in general. Modern storage methods will keep things pretty well separated. If you store your cheeses together unseparated, then you could get some transfer.
The original bleu cheese was a cave storage accident. Modern bleu cheese is inoculated with the bacteria on a needle. You can see the lines in the cheese from the needle and the veins stretch out into the cheese from there. And generally they're ripened in controlled rooms. There's simply too much loss to rely on the cave method alone.
I think the claim regarding the cave molding any other cheese has more to the story. Different types of cheeses need different types of curing. Generally, a mold/bacterial ripened cheese is about having one specific strain outcompete the other bacteria present and properly ripen the cheese. I don't think that a wheel of Parmesan would easily mold in a bleu cheese cave. It's too dry and salty to support the bleu cheese mold well. How Parmesan would react to a humid cool cave is another question. Conversely, Parm is ripened much differently and blue cheese wouldn't survive that either.