I guess the deeper question is: what makes it possible for proteins like those part of HDL and LDL to move through the bloodstream?
It is not LDL that does the Job. The target cells "know" which lipoproteins (LDL,HDL,VLDL...) they should take up. They express the specific Membrane receptor that binds the Protein part of e.g. LDL and therefore take up specifically LDL rather than e.g. HDL from the blood. Example: cells that express receptors for apolipoprotein B-100 (one of the Protein parts of LDL) specifically "filter" LDL from the blood. The "filtering" occurs via endocytosis. Hope that helps.