No we actually understand the underlying mechanisms here, to a decent extent.

In case of people who have a high level LDL cholesterol, the phagocytes - the scavenger cells in blood consume more cholesterol particles in general. The result is cholesterol is more likely to stick to the walls of affected blood vessels.

This is one of the most thoroughly researched topics in medicine.

Does it mean high LDL will always result in a heart attack? No! Just like not every cigarette smoker dies of lung cancer.