Sort of obvious, like dietary differences? They attempt a specific vegan control, but what if you aren't vegan but also dislike the taste of meat? What if you don't have a diagnosed health condition, but have a family history so you avoid eggs?
This isn't that complicated. Observational studies just have these weaknesses. We're past the point of observation here, as I said, and it's time to try intervention testing.
Keep in mind this is also a study of Seventh Day Adventists who while not required to be vegetarians are encouraged to be and are going to have a low rate of meat consumption. edit: fixed wording
FWIW The lowest hazard ratio they came up with in both their models was 5+ eggs/wk + 1 portion (14g) nuts/seeds per day.
The study wasn't about veganism so it isn't as useful as other finer-grained dietary patterns or intake variables which they account for.