With regards to dairy, it's more about a person's individual reaction to it. It's a similar argument with nutrient density (since milk is intended for growing offspring, obviously it's going to be very nutrient dense). The downside is potential inflammation or not having the enzymes to process it.
I would definitely not lump eggs and dairy as "bad" in any way though.
Also, the "cholesterol" thing is a very bad thing to focus on. Cholesterol is not bad! You need cholesterol. (What do you think cell membranes are partially composed of?
Whole grains are not as good as you think. Often, they're made from strains that are optimized for growing and robustness not nutrition. Also, unless you're exercising a lot you really don't need much in the way of carbs.