This article brings up a specific inflammation-related protein (HMGB1) as being correlated with cognitive impairment after an ICU stay. Usually an ICU stay is the result of being profoundly and dangerously ill -- going to the ICU likely means that you need significant pharmacological and/or mechanical assistance in the basic things like... circulating blood. Or oxygenation. And once there, you may have tubes/catheter…
Also think of all the stuff you're exposed to in the ICU -- lots of patients come back from a hospital stay exposed to a number of things like MRSA or worse.