The causality of elevated cholesterol and coronary heart disease isn't entirely proven. What we see in studies is mostly correlations. Cholesterol-reducing drugs have been shown to not lower the risks associated with high cholesterol levels, so I do think this is an area where we may not have the complete picture yet.

Dr. Jason Fung has a few interesting figures in his book, citing studies where the consumption of eggs for example decreases risks, kind of fascinating.