Bishop - Check

Why almost always do the engines recommend attacking the king with the bishop? It is easily blockable with a pawn...

engines usually show you the continuations but in this case what if qxd4 cxb5. that seems better for white then the current position

look at what all you have.  Bb5+ c6 Qxd4 cxB and white has Re1 or Nxc5 attacks queen, g7 is undefended, c7 fork may be in play soon, ...  its a strong move.  In other similar positions where the check does not accomplish anything,  then don't do the check.   

Another concept is that pawn moves are forever.  If you can force your opponent to make bad pawn moves to defend things, you can build up a lot of pressure at the weakness you created.   C6 isnt so bad for black but after cxB the black pawns are not awesome.  three pawns like that can make a nice blockade but they can't exert much pressure on the center and a queenside plan by black would have to be a very good one to make use of it.