The apa article seems to have the best info. This is from a study of genetically identical mice:
To find out more about the underlying cause of those behavioral changes, Nelson compared the brains of mice that had been exposed to dirty air with brains of mice that hadn't. He found a number of striking differences. For starters, mice exposed to particulate matter had increased levels of cytokines in the brain. (Cytokines are cell-signaling molecules that regulate the body's inflammatory response.) That wasn't entirely surprising, since previous studies investigating the cardiovascular effects of air pollution on mice had found widespread bodily inflammation in mice exposed to the pollution.
More surprisingly, Nelson also discovered physical changes to the nerve cells in the mouse hippocampus, a region known to play a role in spatial memory. Exposed mice had fewer spines on the tips of the neurons in this brain region. "Those [spines] form the connections to other cells," Nelson says. "So you have less dendritic complexity, and that's usually correlated with a poorer memory."
The changes are alarming and surprising, he says. "I never thought we'd actually see changes in brain structure."
Your first link says the mechanism is unknown right in the beginning. Third link doesn't mention mechanisms at all. Only the second link attempts some guesses. But it still concludes that "It is beyond the scope of this paper to test the exact mechanism, so we leave it as agenda for future research."
Typically, knowing the mechanism comes long after solid evidence of the effect.
The mechanisms by which cigarettes cause lung cancer are surprisingly complex and weren't fully understood for a long time, but it's obvious that some kind of mechanism is plausible.
So usually the bar for taking something seriously is: statistical evidence of a significant harmful effect, and at least one plausible hypothesis for a mechanism. But you don't have to be sure of the mechanism.
To find out more about the underlying cause of those behavioral changes, Nelson compared the brains of mice that had been exposed to dirty air with brains of mice that hadn't. He found a number of striking differences. For starters, mice exposed to particulate matter had increased levels of cytokines in the brain. (Cytokines are cell-signaling molecules that regulate the body's inflammatory response.) That wasn't entirely surprising, since previous studies investigating the cardiovascular effects of air pollution on mice had found widespread bodily inflammation in mice exposed to the pollution.
More surprisingly, Nelson also discovered physical changes to the nerve cells in the mouse hippocampus, a region known to play a role in spatial memory. Exposed mice had fewer spines on the tips of the neurons in this brain region. "Those [spines] form the connections to other cells," Nelson says. "So you have less dendritic complexity, and that's usually correlated with a poorer memory."
The changes are alarming and surprising, he says. "I never thought we'd actually see changes in brain structure."