I had a boss once who had taught college level math classes. She told me a story one day about a student who had really struggled until one day, snap! It all clicked. My boss was convinced that a physical change had taken place in her brain. Studies of London cabbies show that the mental maps they have to create to get them around London change their brains physically. There are studies on Grandmaster chess players too. This leads me to wonder what changes take place from BJJ to our brain. We map out moves and build strategies much like a cabbie or a chess master. Over time as our brain changes and develops do we reach that "snap" point when things come much easier? I seem to have more questions then answers. I think that maybe learning is hard because we are reconfiguring or optimizing our brain for a desired out come. We are building muscle memory and other systems to accomplish what we want in the most efficient manner. This all takes time and effort. In the end with have something that only those who are will to undergo the transformation have.
I think Jiu-Jitsu does make a positive change to your brain both physically and mentally. I only wish I had a study to back it up.