Learning a musical instrument is:

- embodied

- self-directed

- open-ended

and includes things like playing in a band, performing for others

Doing crossword puzzles is:

- all in the brain

- exclusively solitary

- closed-off (just looking for the right answer)

Not an expert, but I think you are more likely to escape dementia if you balance physical, mental, and social activities, as well as do things that are opened-ended (let some light in!)