Soft tissues and hair need not survive for its imprint to survive on the surrounding clay. I think its strange we dont have more neanderthal finds than we do, but suspect part of the reason is most aren't distinguishable from cro magnon. If an intact adult skull is found, sure. But if the fragmented remains of a neanderthal child were found in a bog, could we tell the difference?
That we have a little bit of dinosaur skin impressions is down to said animals being around for a long, long time, and over much more territory.
The absence of evidence is certainly not evidence of absence here; there's simply no evidence one way or the other. Excavators are getting much better at recognizing non-skeletal remains, though, so perhaps we'll see something come up in the future.