Running cheese from the cmdline reports no errors, and "cheese -v" reports "Cheese 3.32.1" thus the app should display a preferences/settings menu button, but none is displayed. (Functions as if it expects the desktop to support the global appmenu, which it doesn't, and AFAIK support for which has been removed from the app.)
Earlier versions of Cheese used to have a menu like this: Xubuntu 18.04.2 LTS, Cinnamon Desktop 3.8.9 (Same issue with XFCE Desktop), no menu/headerbar