I'm also a long time avid cyclist, but I continued to have serious inflammatory problems with my lower back and left knee that did go away at the same time that I made significant dietary changes (could be a coincidence).
Exercise is well correlated with mortality at a population level, but that doesn't tell you which type of exercise is most effective at preventing or managing a specific illness, nor does it suggest that the dose/response curve is linear (ie how much exercise of a given type would optimize health, vs diminishing health with excessive exercise). I'm trying to make the argument that high intensity exercise seems to be the most practical course for a sedentary person looking to improve their health with minimal risk.
I'm not dismissing the importance of HDL, LDL, or Triglyceride levels, just pointing out that it's severely oversimplified and not well understood. In particular factors such as mean LDL residence time, particle size, and lipid composition are much greater predictors of cardiovascular risk than total LDL, but are not yet commonly tested for. High LDL could be a risk factor at the population level only because high LDL tends to have a certain cause or follow a particular pattern in that population. In particular, it's surprising that high saturated fat consumption raises LDL significantly yet fails to correlate with increased cardiovascular deaths even in the extreme when it makes up the majority of total calories ( http://pmid.us/20071648 and http://pmid.us/16018792 among many others).
There is a lot of new evidence that nearly all autoimmune inflammatory diseases co-occur with "leaky gut" or decreased intestinal permeability, plus gut dysbiosis (unusual patterns of gut microbial species). Exactly what this says about how we should be treating those illnesses is unclear.