What's stopping or making it difficult for MtGox to *create* those cheques and mail them out?
I really do not know what you're talking about. How to create a cheque in Japan which is accepted by a Bank in your home country? I would guess that this is impossible. I've never seen anything like that. This works within the European Union. But the banks take astronomical fees. And a cheque from Japan? Not possible. No Bank will accept this. You have to travel to Japan to redeem it.
It's much easier to open a bank account in Japan. Why are not doing that? You can get your money from Gox in ¥ if you need it so urgent. Dollar not possible, thanks to the FINCEN.
Cheques are dead. Nobody uses cheques these days.