How's this for an explanation? A woman would stay with her own tribe, so any Neanderthal-CroMagnon baby with Cro-M mother would be incorporated into a Cro-M tribe and bring in Neandertal DNA. If the father was Cro-M, then the baby would be incorporated into Neandertal tribe.
Under that theory, there would be no evidence of Neandertal DNA in the mitochondria of Cro-M. It would all be in the 23 pairs of chromosomes. I think that is what has been found.