I found this article by Christopher Masterjohn on the benefits and importance of fat-soluble vitamins (A, D, K) to be a great example of why a diet high in healthy saturated fat is crucial for optimal health. The author goes to great lengths explaining how these vitamins along with minerals (Magnesium, Zinc) work together in synergy and how they fall short without the proper daily amounts of each.
I found his detailed discussion on the history of cod liver oil consumption in the US over the last ~100 years to be a great example of the nutritional power of a whole-food supplements, and why taking the right ones can be far superior to simply cherry picking individual vitamins thought to be important. I started taking fermented cod liver oil a few years ago as a healthy source for Omega-3 fatty acid, but soon found out that it was naturally high in Vitamins D and A along with trace amounts of other beneficial nutrients.
If you get a chance, give this article a read, I guarantee you it will be well worth your time. Especially if you are still skeptical on the importance of a high fat diet.