Note that as the trial is described, the blinding was only related to the presence or not of caffeine. There wasn't any "non-coffee" placebo (something with the taste but none of the components of coffee). (Of course it is certainly difficult to make something taste like coffee while being as neutral as water. I don't even think it is possible.)

As such, the improvement seen when they start drinking coffee could simply be a placebo effect. Coffee making is a nice daily ritual that helps being grounded in the present, as do sents, tastes and the feeling of a warm beverage.

The study is also fairly low power, as you have 62 people in four groups: coffee drinker with caffeine, coffee drinker with decaffeinated, non-coffee drinker with caffeine, non-coffee drinker with decaffeinated.

(Again, a big problem in many human studies is that it is very hard to recruit enough people, both for financial and organization reasons, so don't read this as a knock against the research team).