The part that makes no sense for me is men ending with smaller rates of dementia, given they had much less estrogen to begin with. Men have less incidence of dementia. Men also have much lager incidence of baldness. Did somebody already study if baldness and dementia are inversely correlated? I don't know, perhaps sunlight exposure in the scalp have neuroprotective effects?
Given the prevalence of baldness, and the downside of the condition for sexual attractiveness of its bearers, I suspect we will still discover some strong unexpected upside to explain why this trait was selected for regardless.