I heard that fats are able to assemble better and pack into the lipoproteins but why then do we call this bad cholesterol?

Lipoprotein classes: Hi. I'm not sure I understand your Q. In the fasting state there are several classes of lipoprotein particles: LDL & VLDL (atherogenic ones) and HDL (the good chol.), and lots of heterogeneity in each class. After a meal, you also have chylomicrons. As a generalization, only chylomicrons & VLDL are high in fat (triglyceride). LDL & HDL have some fat but mostly cholesterol (as cholesterol esters).