This aligns with some other stuff I've read. But it's not necessarily the case everywhere - apparently there's a suspicion that the difference between dairy from grass fed and grain fed cows may be a big factor in the differences that different studies report. In Europe, Australia, New Zealand, etc. most dairy is grass-fed, which apparently makes it much higher in fat soluble vitamins (especially K2), Omega-3 fats, Conjugated Linoleic Acid, etc., some or all of which may be more-than cancelling out any negative factors from things like the saturated fat, so most studies with cohorts from these regions show dairy to have some net positive effect to health long term. Whereas the studies that show increased cardiovascular risk tend to be more from places like the US, where dairy cows are apparently more likely to be fed from soy etc. (It may also be a factor that more dairy in the US is probably more sweetened too, like yoghurts etc.?).

Apparently removing fat is also a bad thing if you're starting from good dairy, because you're also taking away a lot of the really good fat-soluble vitamins. But if you're starting from grain-fed dairy that doesn't have much of that to start with, reduced fat dairy is perhaps better.

This article is quite well referenced and mentions these points in a few of the sections: https://www.healthline.com/nutrition/is-dairy-bad-or-good