Aldehydes are tissue fixatives (remember the formaldehyde-soaked frog in high school biology class). Acetaldehyde will harden tissues. Aberrations in the body's cholesterol mechanisms may be an attempt to compensate for this interference.
Also acetaldehyde has a marked affinity for anything that contains sulfur, which is highly electronegative. This is confirmed by the tissue-staining compound, aldehyde fuchsin, used for histological analysis. It has the amazing property of staining some of the very same molecular groups that are prone to reaction with acetaldehyde itself, especially cellular surface structures that have attractive binding sites exposed. Aldehyde-fuchsin has been shown to have an affinity for tissues with highly sulphated mucopolysaccharides and also those with a high content of cystine. The common feature in all of these instances appears to be a sulphur moiety. So...cholesterol sulfate in red blood cell transport could be a target for acetaldehyde also present there. Red blood cells have been shown to be able to perform "catch and release" transport of acetaldehyde to all parts of the body.