Large bouyant LDL is not associated with CVD risk whereas small dense LDL is.
You can have high HDL, high LDL and low triglycerides. This is a pretty rare pattern, but one where you do not have increase risk of CVD.
In most people, having high LDL is linked to having high small dense LDL and low aounts of large boyant LDL. Hence why LDL is used as a simple risk measure - even though it's wrong.
Statins in trials show benefits for secondary events, but for primary protection statins don't actually work that well.