My guess is the effect is two fold. 1. On average people who love the crossword and chess tend to be smarter than those who don't, and intelligence is somewhat

My guess is the effect is two fold. 1. On average people who love the crossword and chess tend to be smarter than those who don't, and intelligence is somewhat protective against dementia. 2. The people who get pre-dementia tend to drop out of cognitively demanding hobbies. And is most likely not, crossword puzzles and chess protect you from dementia.