Air pollution might not be the direct cause, it might be a proxy measurement that is correlated with some other factor or factors that contribute to dementia risk. For example, do areas with higher air pollution measurements also have higher or lower rates of something else that is actually contributing to the dementia directly? Do they simply correlate with overall development of the area, and therefore areas with poor pollution numbers also have high levels of water pollution?

Dementia is linked to diabetes. And diabetes risk is increased for African-Americans. And African-Americans live in high-pollution urban areas for entirely historical reasons.

So some amount of the causation here does go in the way opposite to what a person might naively suspect.

People who are poorer and have worse health, also have an increased incidence of dementia, seemingly independently of the number of particles in their dwellings.