Google the famous Framingham Heart study for proof of that.
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But to add to that, it just so happens that many of the foods which are high in Ch are also high in saturated fats.
When you see one, more times than not, you see both (not always but majority).
In that regard, I steer clear of both. There are some exceptions as I stated but do I choke down fried chicken? Hell No!
Do I take in protein that may have high Ch, yes I used to when I drank it but only when the fats were within range for me.
High cholesterol intake should be matched with a high fiber intake!