The paper you cited doesn’t say this, if anything it says the opposite. It found that it reliably works for some amount of time, but the mechanism is unclear.

“In all case studies and the retrospective study, patients reported substantial reductions in pain immediately after daith piercing; however, headache symptoms recurred several weeks to months thereafter. From the perspective of the Chinese and Western auricular systems, no sufficient explanation for the described treatment effect of daith piercing was found.”