And, to be sure, I do think it's an excellent point. The basic scenario being that a Neanderthal rapes a Cro-Magnon, who returns to the cave and later bears the child, and raises the child not realizing it's a hybrid, having made no connection between the rape and the child.
I very indirectly addressed this in two ways. Above, where I mention that in order for the Neanderthal genes to persist we must assume that the human community survives, the point I was getting at is how did the Neanderthal rape the human woman in the first place? In general, the community would seek to protect its females and if Neanderthals were wont to rape human females to begin with (a questionable proposition in my view) then that's all the more reason for them to be protected by the community.
Secondly, the hybrid would presumably look deformed, and we know that most premodern cultures practiced infanticide of deformed infants.
So, we have two big hurdles, even without the cognitive connection: (A) the Cro-Magnon woman has to be unprotected and thus subject to rape by Neanderthal; and (B) the presumably deformed child has to not be killed. And actually, we have a third hurdle: (C) Neanderthal males have to want to rape human females.
And of course we know nothing at all about Neanderthal sexual behavior, and never will. The whole notion of sex with a human female might've been unthinkable to them.
I am not saying that it never happened not once even a single time (although it's certainly possible in my view) but if it did happen it must've been exceptionally rare and ultimately inconsequential to the gene pool, IMHO.
I'm ok with all you've said except for that minor premise that females were kept close to home for protection. What are they doing there, sorting socks and sweeping trash into neat archaeological sites?
Unless they were heavily pregnant or infirm, the women---and the kids too---were out gathering food, checking the traps, and following other gainful pursuits. Not too many got sneaked up on by any Neandertal, I would think. Probably not stupid enough to go out alone either.
Keeping women home sounds like the practice of an affluent society. Mind you I'm not saying the early hunter-gatherers were down and out; hunter gatherers are very efficient at obtaining food. But the usual picture we get, of menfolks going out and bagging moose while the little women hide in the caves, that's just Hollywood. They probably subsisted on meat less dangerous to catch; any child can trap a squirrel.
Furthermore, I would think that many primitive people, up to modern times, thought nothing of sexual activity with pre-adolescent females. Therefore it should be no surprise if they didn't understand the link between sex and reproduction. What they observed was simply that females make babies, once they reach a certain age. In many cultures those females might have been sexually active for several years. To the primitive mind, what's to say that one male caused a baby to form?