Food Choices and Coronary Heart Disease: A Population Based Cohort Study of Rural Swedish Men with 12 Years of Follow-up
Daily intake of fruit and vegetables was associated with a lower risk of coronary heart disease when combined
with a high dairy fat consumption (odds ratio 0.39, 95% CI 0.21-0.73), but not when combined with a low dairy fat consumption (odds ratio 1.70, 95% CI 0.97-2.98).

See also
Butter vs. Margarine Showdown

Not really surprising in that some fat is needed for the absorption of fat soluble vitamins. However, something which should not be overlooked about this study is that although they state at least twice in the body of the text that it was a "high" consumption of dairy fat which was involved, they clearly state in paragraph #5., entitled, "Conclusions", that it was a "medium-high" consumption of dairy fat which was associated with the favorable results, i.e.:

" In conclusion, daily intake of fruit and vegetables combined with a medium-high intake of dairy fat was associated with a lower risk of coronary heart disease in this prospective population-based cohort of 1,752 rural men."

Thus their conclusion comports more closely to that golden rule of life and healthful eating, "Everything in moderation".