Maybe there is something more here, but I'm always skeptical of these studies that are more likely explained because of wealth indicators or another confounding factor, like the red wine study from like 20 years ago.

Is it possible that people that drink 2-3 cups of coffee are more likely to have an office job, which is more likely to be intellectually demanding, which decreases risk for dementia. And if you drink decaf you are more likely to have another neurological disorder that increases dementia risk.