After having read the paper I would say the headline of "no evidence of brain damage" is wrong. The journalist has misunderstood the intention and results of the paper.

The papers conclusion is that there are a more people with microbleeds in the group that were checked in to the ICU, than people who were also COVID-19 infected, but had less severity of symptoms. They also conclude that there is no difference in the cognitive dysfunction between the two groups, since it was 40% in both groups.

COVID-19 did give them brain damage (microbleeds). It also gave 40% of the participants cognitive dysfunction according to the Montreal Cognitive Assessment test. Participants also reported severe fatigue, depression, anxiety, and insomnia.