As with any correlation study, this link does not prove causation. However, correlation studies fit into a larger body of evidence so it is important to never look at one study in isolation. Other clinical trials have shown that supplementation with omega-3 fatty acids increases gray matter volume in healthy, older adults and improves cognitive function.

Other study links: https://www.ncbi.nlm.nih.gov/pubmed/23796946?dopt=Abstract