People with high IQ scores tend to earn more than people with low IQ scores. People with more money in general, have more money to visit psychiatrists to get a diagnosis. I didn't find anything in the paper to control for this issue.
Also, the whole study is based on a survey of American Mensa members which are not exactly a randomly selected group of high-IQ people - Mensa is notorious for its surprising lack of doctors, elite lawyers, quants and other "successful" high-IQ groups. Perhaps the issue is that people with high IQ scores that DON'T have the material success that their IQ would suggest are more likely to have a mental illness of some kind.