This would not be a surprise since types of dementia have been been known to occur with AIDS for a long time. They already knew the disease effects the brain. Now they are just a little more aware of how it may do it.
Its is very likely myelomonocytic cells that "cause" the thinning in response to HIV. Macrophage (microglial) -mediated inflammation. Excessive production of reactive oxygen intermediates damage surrounding tissue.