My mother has myelofibrosis and she has the memory problems too. We believe its caused by lack of oxygen to the brain since her red blood cells are always so low. Blood carries the oxygen to the brain...I don't know if it's true but it's all we could come up with. She gets very confused and seems very preoccupied and when she is like this, her blood work reveals that she is in need of a transfusion. After her transfusion she feels better a day or two after and becomes more alert and "sharp" but she usually can't recall much from the week before...conversations or details that most people would have no problem remembering.
Good luck to you both!
ju ju's daughter