Exactly. Read the label, every time. A manufacturer making a gluten-free claim does not have to test, but they will be darned sure, for legal liability reasons, that if tested they will pass.
I think that the most important thing to do is to read the ingredient list on each and every product that you buy each and every time. I don't think that anybody here is saying that we should eat food without reading ingredients.
ETA: Where I am, the anti-caking agent in shredded cheese, when there is one, is powdered cellulose. Cellulose is gluten-free. As Karen said, flour would be a binding agent, not an anti-caking agent.