Many articles focus on the pro-oxidant function of iron (and globins in particular). It makes sense that levels may be higher in the CNS due to their role in respiration, which is increased secondary to the “absolute requirement” for glucose facilitated by constitutive GLUT3 expression. So perhaps ferritin is increased to maintain supply for neuroglobin synthesis?
Another thing to consider, Ferroportin1 (FPN1) (iron export protein) is expressed at relatively low levels in the brain when compared to _i.a._ bone marrow (HPA 2018). You could hypothesise that increased storage is required as a result of decreased transport. But I would look at expression of import proteins; TFR, DMT1, and ZIP 8/14, as that could very quickly throw this theory off.
References:
The Human Protein Atlas (HPA) 2018, SLC40A1, The Human Protein Atlas, 11 September 2018, www.proteinatlas.org