Those are all reasonable points. There is a clear "association" between cholesterol levels and CVD, not as great as between A1c and CVD, but you are right, it is there. But it is an association. I've looked at the intervention studies (intervention studies are required to establish a "causal" link). There has been no success at showing that cholesterol lowering improves CVD outcomes, there has been some mild success showing statins improve outcomes, but there is speculation that is because of some anti-inflammatory effect, it doesn't appear to be from cholesterol lowering.
Association does not imply causation. If we observe that the more fireman fighting a fire, then the bigger the fire, we cannot conclude that fireman cause fires. And it would be silly to fire all the fireman in the hopes that would eliminate fires.
In my case, I had statin side effects. In my individual case, they are harmful. That is why I would never take a statin, the risk equation is absolutely clear in my case.