I'm wondering if i eat saturated fat and burn it in gym do i still have heartattack risk because of it?

Yes: You don't selectively burn off saturated fat with your exercise. Exercise is good but eating saturated fat is bad.

Saturated fat: Fat intake and exercise have differing assumed mechanisms for causing and lowering risk. Its better to exercise and minimize saturated fat intake than to believe you can negate the saturated fat related risk by the exercise.