The study you cite isn't really in conflict with the parent study. They note that the number of individuals with Alzheimer's Disease in the study was too small to develop a non-linear model relating sleep duration to AD risk:

Pg. 858:

"Similarly, short and long sleep duration and poor sleep quality have also been linked with an increased risk of dementia. Although a similar J-shaped association was observed in our observational analysis, we were limited to performing only the linear MR analysis, as the non-linear MR method requires a large number of cases and individual-level data. In our linear MR analysis, we found no clear evidence that an increased sleep duration was associated with a higher risk of all-cause dementia in UK Biobank or with AD in IGAP. This is unsurprising, as the true association might be non-linear and we were limited with only 1343 dementia cases in UK Biobank. Also, IGAP does not capture non-AD dementia types and comprises an older and more heterogeneous population."

"Results for risks of dementia and AD are still too imprecise to draw any definitive conclusions. Our findings suggest that, in clinical care, attention should be paid to sleep-duration patterns and improved sleep habits could represent a potential therapeutic target for cognition."