The studies I've seen were specifically tracking people who've been doing "mentally taxing" activities as part of a long term lifestyle choice, before the typical onset age. As compared to people who self-identified as not doing anything mentally taxing in the last N years.
Alzheimer's starts slowly and can go for quite some time before being diagnosed. But during that time, things like playing chess could already become more difficult and less pleasing so you just don't do that and resort to watching TV.