Well, perhaps they were so anti-social (like animals) or unskilled that they couldn't be kept. This is what I mean by stronger differences than simply "social norms" as we apply them to human groupings.
I don't know. Maybe the human tribes did not hold the Neanderthal women because they were just too butt ugly to look at every day. Or maybe they just didn't feel like sharing their food with them. My guess is because there's no reason to bring the (butt ugly) cow home when you can get the milk for free. But whatever the answer, the fact remains that we do not find mixed communities in the archeaological record.
PS. And it probably wouldn't be all that great having an unintelligible butt ugly cow around bites and kicks and bashes your head in with a stone when you fall asleep.