Why is mercury much more toxic when inhaled than injected?
I guess the answer is that mercury atoms stick with each other very well (e.g. high surface tension in comparison to most other liquids $\gamma_{293K}^{\ce{Hg}} = 0.47 \text{ N/m}$, where  $\gamma_{293K}^{\ce{H2O}} =  0.073 \text{ N/m}$ [1]) and that this continues to happen in the blood stream. Such clumps of mercury are not able to pass the blood brain barrier (BBB) effectively, especially in comparison to finely divided dissolved vapor, which is transported trough the BBB by the formation of a complex with cysteine.