The absence of Neandertal mtDNA sequences in modern Europeans argues against large-scale admixture between Cro-Magnoids and Neandertals. On the other hand, this could be explained if there was a selective advantage of Cro-Magnoid mtDNA types. Thus, the survival of ancient Cro-Magnoid (but not Neanderthal) mtDNA into modern Europeans does not in itself demonstrate the absence of admixture, although it certainly makes it more likely.
mtDNA is implicated in energy production of the body, and a selective advantage is not inconceivable, perhaps associated with fluctuations in temperature that may have weeded out cold-adapted Neanderthal mitotypes.
Alternatively, Neanderthal mothers may have been at a disadvantage when it came to bearing offspring from Cro-Magnoid fathers, due to some incompatibility of the genomes (or body types) of the two species, a stronger version of what happens in modern humans of different races.
Ultimately, detecting Neandertal introgression will have to involve the detection of a genetic variant in Neandertal remains, that is not found in the earliest Cro-Magnoid remains, but is found in modern humans. Given the very small samples of both species, this may, in fact be quite difficult.
Thus, I don't anticipate the question of Neandertal introgression to be settled any time soon, although the continued absence of a "smoking gun" may ultimately lead scientists to accept the absence (or quantitative insignificance) of any such admixture event.
Comparing models on the genealogical relationships among Neandertal, Cro-Magnoid and modern Europeans by serial coalescent simulations
E M S Belle et al.
Populations of anatomically archaic (Neandertal) and early modern (Cro-Magnoid) humans are jointly documented in the European fossil record, in the period between 40 000 and 25 000 years BP, but the large differences between their cultures, morphologies and DNAs suggest that the two groups were not close relatives. However, it is still unclear whether any genealogical continuity between them can be ruled out. Here, we simulated a broad range of demographic scenarios by means of a serial coalescence algorithm in which Neandertals, Cro-Magnoids and modern Europeans were either part of the same mitochondrial genealogy or of two separate genealogies. Mutation rates, population sizes, population structure and demographic growth rates varied across simulations. All models in which anatomically modern (that is, Cro-Magnoid and current) Europeans belong to a distinct genealogy performed better than any model in which the three groups were assigned to the same mitochondrial genealogy. The maximum admissible level of gene flow between Neandertals and the ancestors of current Europeans is 0.001% per generation, one order of magnitude lower than estimated in previous studies not considering genetic data on Cro-Magnoid people.