Look at the graph at the right. See how a small increase in cholesterol from 199 to 240 increases the risk of heart disease by 80%. If you were an actuary, I'd be able to prove that to you.
There is plenty of data -- if data mattered to people. A Lancet meta-study from 2007 that summarized 61 studies involving 900,000 people!!
This showed that middle aged adults were TWICE as likely to have a heart attack with high cholesterol. As you get older, the effect of cholesterol is a little less, only 1 in 3. High cholesterol also increases the chances of stroke.
I think juicy steak corrupts people's minds. If you disagree, try the Flat Earth Society.