I had not looked enough into mule genetics. It is much odder than either of us had thought. See http://www.lovelongears.com/faq and search for "Fertile mules". It turns out that frequently a complete set of maternal genes get passed along. So there are recorded cases where a mule bred to a horse, and the result was a normal, fertile horse! There are also cases where she bred to a donkey, and those seem to come out either mule or 3/4 donkey.
In cat breeding female fertility is more resilient than male fertility. First generation females are fertile, but it is not until the third generation of breeding back to domestic cats that you get fertile males. If those two species are next to each other in the wild you could get some cross-breeding, but you'd never get significant gene transfer.
That said, the amount of gene transfer is more than this particular article had led me to think. See http://johnhawks.net/weblog/reviews/neandertals/neandertal_d... for a much better description of what was actually discovered. The estimate there is that non-Africans have 1-4% of our ancestry from Neanderthals.
In that case the answer to your question is that 4% injection from 200,000 years of straight genetic drift is less genetic diversity than 100% of very little mixing over 60,000 years.
Incidentally on comparing this research with tracing a given individual, we did that with a lot more data than we have here. We've only just sequenced a broad sweep of Neanderthal genes, then compared that to a handful of individuals and immediately got this strong genetic signal. As more data is acquired about what genetics are Neanderthal characteristics, I would expect the picture to get much clearer.