The Japanese study [1] looked at immune (microgial) over-activation in the brain, which is different from actual inflammation of the brain or spinal cord (encephalitis or myelitis). Stress, anxiety and depression from psychosocial stressors are already known to cause neuroinflammation from microglial over-activation [2].

It is a little confusing that they use the term neuroinflammation for something that isn't really inflammation.

[1] http://jnm.snmjournals.org/content/55/6/945.long [2] https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5660717/