Electrodes would usually be mounted on the surface of the brain, outside the blood-brain barrier of course. That's plenty close enough for most purposes.
Once we're out there, we're either using an array and a lot of signal processing (sort of reverse synthetic aperture radar processing) to identify detailed signals, or just using aggregate signals.
In which case, why not use more gathering points and processing power and just go outside the scalp, avoiding infection problems entirely?