The reason for that association is not known. Neither etiology of these two diseases is undiscussed. Arguably, neighbouring veins exerting pressure on the trigeminal nerve cause trigeminal neuralgia. Conversely, it is still unclear if auto-immunity and antibodies cause multiple sclerosis. Accordingly, my internet search brought up no theory to explain the coincidence of both diseases.
Thus, substantially, your question must be answered to "we do not know".
See, however Wikipedia on the cause of Trigeminal neuralgia:"The exact cause is unknown, but believed to involve loss of the myelin of the trigeminal nerve.[...] This might occur due to compression from a blood vessel as the nerve exits the brain stem, multiple sclerosis, stroke, or trauma.[...] Less common causes include a tumor or arteriovenous malformation."
Thus, a more speculative if formal answer might read: "In spite of common classification of trigeminal nerve as not part of the cns, de-myelination, which is known cause for multiple sclerosis, might also affect this nerve.
On a more formal level your question, in the light of its explanatory text, indeed, seems to focus on the difference between cranial nerves I, II and the trigeminal nerve, termed no. V.
Thus, it should be correct paraphrasing your question to "how can it be" that symptoms from trigeminus nerve are considered symptoms of multiple sclerosis when the latter is a disease of the central nervous system and trigeminus neuralgia a disease of the peripheral nervous system.
First, it should be mentioned that counterintuitively not only the nerves of the central nervous system, cns, but those of the peripheral nervous system, pns, as well do feature a myelin sheath (which the question implies as for nerves I, II, and was implicitely stated above). Thus, it is not the lack of myelin that - anatomically - precludes association of trigeminus neuralgia and multiple sclerosis.
Second, it is in good agreement with accepted formal criteria to consider not only - as you mentioned - nerves I, II as being part of the CNS, but, at least in the context of common causes for multiple sclerosis and neuralgia, the trigeminus nerve as well.
What is the reason for and why Is the optic nerve part of the central nervous system? "because it is derived from an out-pouching of the diencephalon (optic stalks) during embryonic development". Then, "...in fact, II is myelinated by oligodendrocytes rather than Schwann cells. Therefore, cranial nerves I and II are part of the CNS, and the rest are considered part of the PNS."
However, see Wikipediaon that point, that seems crucial in respect of your question: "...The cranial nerves are considered components of the peripheral nervous system (PNS),[...] although on a structural level the olfactory (I), optic (II), and trigeminal (V) nerves are more accurately considered part of the central nervous system (CNS).[...]"
Most scientific papers do not seem to differentiate in any formal categorizing way (which might have been reason to ask), cp. e.g. Yaday et al. "...neurovascular conflict is the most accepted theory. Artery or vein[...] is usually compressing the TR N near the pons injuring myelin sheath and causing erratic hyperactive functioning of the nerve."
