First Question: Have doctors said anything about them?
Second Question: Have you experienced any burning sensation?
Some people just tend to have rosy cheeks. It's from the bloody vessels being closer to the skin, making the skin appear redder. It's usually genetic and it runs in my family. I have always had rosy cheeks, yes they do sometimes get annoying, but it shouldn't be an issue unless there is something to actually worry about.
Considering you said you always had them, I am assuming that they're naturally, therefore, there isn't much you can do about them besides makeup. But most people would find them endearing and a nice physical trait.