Quran say we are allowed to eat the food of Jews and Christians and we are also allowed to marry Jewish and Christian women. Why do I here some sheikhs prohibiting it?

Quran doesn’t say just eat their food and marry them. The permission came with condition that if they are true believers. So long as you trust and certain that they are the real followers of Musah and Issah. This remain a concern and that’s why scholars apply precaution in this matter