https://www.sciencedirect.com/topics/immunology-and-microbio...
https://www.spandidos-publications.com/10.3892/etm.2020.9078
also cannabis use:
https://www.sciencedirect.com/science/article/abs/pii/S02785...
Importantly, they also note that the virus is not invading the neurons.
Be very cautious about extrapolating from this paper. They see up-regulation of microglial cells, which are macrophages (and are expected to be active during infection) and use that plus some other papers to make the claim. They show one figure concerning axonal myelin loss in mice showing a slight effect between groups, but that's a long way from any sort of link to a disease state, let alone in humans (I have updated this portion of my comment, after having more time to read the paper). Certainly, I wouldn't leap to any wild conclusions about other diseases related to myelin.
In short, they see some inflammatory signs in the brains of mice that are not associated with direct infection. That's interesting scientifically, but absolutely not worth panic or exaggeration.