The most important thing to know in trying to answer this is 'what were you eating before?'.
The most surprising thing is the very low triglycerides previously, increasing significantly, but still low. Increased carbohydrate is one of the main drivers of increasing triglycerides, so it's a surprising result, since most people eat fewer carbs on a paleo diet (unless you were VLC beforehand). Alternatively, were you eating large amounts of omega-3, perhaps from flaxseed, previously, since this would depress triglyceride and cholesterol levels?
HDL increasing with increased saturated fat intake is unsurprising and a good thing. This just leaves increasing LDL as the surprising factor. A few possibilities present themselves. Had you had more normal (higher) triglyceride levels beforehad, I would wonder whether you're getting a misleadingly high LDL measurement due to the friedwald equation, which over-estimates LDL when subjects have unusually low triglycerides (as with low carb eating). Another possibility, is whether you were eating more cholesterol-reducing foods before you went paleo? It's possible that increased omega-6 decreases cholesterol, ditto plant sterols, increased soluble fibre etc could all artificially lower cholesterol. There's no reason to assume this is a good thing, indeed in the case of o-6, it is at least in part a bad thing, through increased oxidation of LDL.
I'm willing to be corrected, but I'm not aware of any hard links between animal protein and cholesterol (aside from tenuous associations at the population level). Animal products seem to have gotten associated with cholesterol in the minds of nutritionists on the basis of their SFA, but I don't know of the protein itself being significant.
It's possible that consumption of eggs could influence your cholesterol profile. While it is correct to note that the body easily adapts its cholesterol levels to increased dietary intake (it simply decreases its production of cholesterol, which far outweights dietary intake), there is some evidence that dietary intake increases the ratio of total cholesterol to HDL cholesterol. Thus, it might negatively offset the gains you get from increased SFA intake, in terms of higher HDL.
Another possibility is simply that something else has changed in your lifestyle since changing to paleo (less sleep, more stress, less exercise, for example). Cholesterol is a tool that your body uses to perform certain functions, not just an isolated consequence of our diet; if your body is damaged in some way it may well increase cholesterol to repair the damage. My own view is that cholesterol itself is just a marker for other things going on in the body and thus not worth worrying about in itself, reducing cholesterol artificially is unlikely to be a good thing.