Your quote is only from first half of the abstract... You haven't even quoted any statistics, where are you getting "statistically insignificant" from? The article itself shows that there is an association between AD and long-term PM2.5. See below for some actual statistical findings:
"In multilevel structural equation models, PM2.5 was associated with greater declines in immediate recall and new learning, but no association was found with decline in delayed-recall or composite scores. For each interquartile increment (2.81 μg/m3) of PM2.5, the annual decline rate was significantly accelerated by 19.3% [95% confidence interval (CI) = 1.9% to 36.2%] for Trials 1–3 and 14.8% (4.4% to 24.9%) for List B performance, adjusting for multiple potential confounders. Long-term PM2.5 exposure was associated with increased Alzheimer’s disease pattern similarity scores, which accounted for 22.6% (95% CI: 1% to 68.9%) and 10.7% (95% CI: 1.0% to 30.3%) of the total adverse PM2.5 effects on Trials 1–3 and List B, respectively. The observed associations remained after excluding incident cases of dementia and stroke during the follow-up, or further adjusting for small-vessel ischaemic disease volumes. Our findings illustrate the continuum of PM2.5 neurotoxicity that contributes to early decline of immediate free recall/new learning at the preclinical stage, which is mediated by progressive atrophy of grey matter indicative of increased Alzheimer’s disease risk, independent of cerebrovascular damage."