I think what they meant was that they’d never heard of someone who was at any point in time a high level chess player eventually succumbing to Alzheimer’s.
I'm not sure what to conclude of that though. Does it mean that playing high level chess lower risks of contracting Alzheimer's or does it mean that people with low Alzheimer's risks have higher chance to become high level chess players?
It might also mean that high-level chess players contract Alzheimer's at the normal rate, but it goes undiagnosed because their lower functioning still seems fine to everyone else.
Or, high level chess players identify so strongly with their intellect that in the face of dementia they retreat into isolation (or even suicide) where they don’t become a data point. Correlations can come from anywhere.
We know a bunch of other intellectual capabilities have mitigating effects on mental decline, presumably because they exercise brain plasticity which will then later be called into play as things fail.
For example being multi-lingual is reported to help.