Atherosclerosis is found ONLY in largest arteries where the blood pressure is highest and where the blood vessel splits into 2 because there the fluid (blood) flow gets distorted and slight vortexes are created.
Those vortexes then cause the blood pressure to be exerted perpendiculary to the blood vessel wall at artery junctions.
It's the high blood pressure + vortices + damaged blood vessel lining that PUSHES particles into the blood vessel walls.
There is no atherosclerosis in veins (because those carry blood back to the heart at lower pressure).
If fats would "attach" to the blood vessels you'd expect atherosclerosis even in veins, but you never get it there.
Also: atherosclerotic plaque is only 0.5% cholesterol and 0.5% fat. The other 99% is "scar tissue" and other stuff.
It's time to put this silly "fat attaches to blood vessel walls" thing to rest, it's 2022.
You might wish to check out Bart Kay's youtube channel, he explains it nicely there.