No, there is actual mechanism here, and it's not just shingles vaccine. Older people who get frequent vaccinations have lower incidence of Alzheimer's. The reason is that infection causes a strong immune response that releases a lot of reactive oxygen species. In young people, their mitochondria can deal with this, but in older people mitochondria don't work as well and brains get more oxidative damage. Zoster is just a virus more prevalent in neurons.

The one fact buried in the Shingrex effect is that it appears to occur in women only.