I posted this in a thread that I started about sugar, but since it relates to this thread as well, I'll post it again.
http://www.paleonu.com/ He advocates a high-fat diet, and thinks or bodies are meant to run on fat as a primary energy source, instead of carbs. Many people on the forum report better cholesterol numbers after eating a diet similar to yours. Usually what happens is both their LDL and HDL numbers go up, but the HDL goes up even more than the LDL, and according to many it's the ratio that's important, more than the raw numbers.
I'm just now starting on practically the same diet you are. When I started NSD I was compensating for the lack of starchy carbs, with too much fruit.