Cooked meat/fish can have more fat content than raw, due to water loss
From USDA nutrient database example Atlantic salmon:
6.34g/100g raw
8.16g/100g cooked dry heat
Certainly frying foods adds fat to the result of cooking.
Is this what you are talking about?
Cholesterol content of foods like eggs does raise serum cholesterol levels, but there are some new studies that show saturated fats have a larger overall impact on serum cholesterol levels. (This is an oversimplified abstract). So, taking this forward, deep fried foods are worse for you than the same foods eaten raw.
There is nothing wrong with eating uncooked meat/fish - assuming it is free of pathogens and parasites. Cooking kills off a lot of the 'bad guys' that hitch a ride on raw foods.