I think they meant a small amount on a population level, not on an individual organism level. And on a population level, a small amount of Neanderthal mdna carriers would indeed be easy to lose to history because they would have to have had an unbroken line of daughters leading to today, any carriers who only had sons would break the line, as others explained above. Thousands of years alone is plenty of time for that to occur, if the Neanderthal mdna female homo sapien population was small to begin with.