I'm actually not sure, but it's one of the most common side effects. These are pretty intense drugs. Methotrexate quite literally stops cell division; in much higher doses than I take, it's used to abort nonviable pregnancies.

EDIT: I should probably note that stopping cell division isn't the primary mechanism by which Methotrexate treats Sarcoidosis. You basically take Methotrexate then 24+ hours later counteract it with folic acid. They actually don't know how it works!

In my case it probably doesn't help that "brain fog" is also a side effect of Sarcoidosis itself; I mean that's obviously pretty minor in comparison to the fact if left unchecked it'd destroy my lungs.