The unique relationship between nasal cavity and cranial cavity tissues in anatomy and physiology makes intranasal delivery to the brain feasible. An intranasal delivery provides some drugs with short channels to bypass the blood-brain barrier (BBB), especially for those with fairly low brain concentrations after a routine delivery, thus greatly enhancing the therapeutic effect on brain diseases.
https://pubmed.ncbi.nlm.nih.gov/18817519/
https://en.wikipedia.org/wiki/Olfactory_bulb
https://en.wikipedia.org/wiki/Olfactory_nerve
I have heard that the brain kind of sticks out into the sinuses, which may not be technically correct but the illustrations etc above show that there is a uniquely direct connection between the sinuses and brain via nerves that pass through very little tissue at a minimum.