We are not talking about a personal 'a' here, but the preposition 'a'.
The 'a' introduces the indirect object. This is always the case.
Another way to formulate the transliteration is "(The) cheese is pleasing to the mice." Here it's plain to see that 'to' translates directly to Spanish as 'a,' and that it is introducing an indirect object ('to the mice' is the indirect object, answering the question, 'To whom is the cheese pleasing?').
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