Maybe they did exactly that and that's why we ended up with a lot of neanderthal DNA. If modern humans are any indication, a horny neanderthal would have attempted mating with just about anything loosely compatible with their urges. Just refer to your favorite porn sites for an overview of all the different things modern people find interesting. Bluntly put, if it had a hole, mr. Neanderthal would probably have been interested in exploring its potential for mating.