The main reason is because giving human covid in order to study its effects is unethical from a scientific standpoint. All medical experiments require passing an ethics tribunal in order to proceed, and when the subjects are human the requirements are much more stringent.

The other reason is because in order to test and see if nerves are inflamed and neuroinflammation occurred the animals are euthanized, their brains removed and preserved, and sectioned (tissue put on slides for viewing with a microscope). We can't do this with humans, obviously.