https://www.uaf.edu/files/olli/OLLI_15_chol_4_red.pdf Checkout slides 7 and 8. My simple understanding is that the sugar creates a particle that provokes an immune response. Cytokines attack the sugar-lipid particle that has been oxidized.
Glucose, in high concentration, reacts with proteins at arbitrary locations, effectively gluing them together. This is bad, so the immune system detects this (with a receptor called RAGE) and sends in reinforcements to eat the mess up.