The 'Check wheels' is not supposed to be an instruction to put the wheels down but rather a prompt to make sure that you have - I guess it's timed to be at a point in the approach when most pilots would (or should) already have done it.
Most aircraft will land successfully - if not elegantly - if the props are not set to fine (although it may not go around at all elegantly), the carb heat is cold, the mixture a bit on the lean side, the pax get bruised by lose articles, the a/c is on, nothing is bugged and the flaps aren't all the way down (or whatever).
But they don't land well without wheels - trust me, I've seen the results!
