Yeah its not a perfect analogy, but information on cholesterol gives us probabilities for future problems. For example we can know that a person with lipid profile X has 5 times the likelihood of having a heart attack compared with a person with lipid profile Y. It doesn't predict the future for every case, but is very accurate for knowing the overall health of certain populations.
Anecdotes about guys with high cholesterol or smokers who live a long time are just as stupid as anecdotes about global warming isn't real because it is cold today.
Likewise it would be stupid to smoke or ignore a cholesterol problem based on anecdotal evidence, just like it would be stupid to ignore the danger of our continued disruption of the environment.
For smoking, cholesterol, and global warming, the risks are known. there are scientific ways of looking at data that allows us to make accurate predictions, and we have the data.
And by the way, cardiovascular risk of high triglycerides is more complicated, and an interesting topic, but completely different than cholesterol.