if that means anything:-)
It means nothing. The Neanderthals as a species originated in Europe. At a certain time of their history they started to migrate out of Europe and at roughly the same moment modern humans (Homo sapiens) started to migrate out of Africa (not sure which 'out-of-Africa' migration it was as there was more than one). The two species met in the Middle East and subsequently they interbred. And as both were not so genetically distant from one another at the time of that first encounter, the results of the interbreeding was rather efficient.
The interbreeding that took place much later on in Europe (in today's Roumania, for example) was still possible, but less fruitful in the long run as the two species diverged even more genetically down to that time. Thus, the location of the cave where the remains of the Neaderthal people were first discovered in 1856 does not matter that much to the fact that Europeans have less Neanderthal ancestry than people in the Middle East. Anyway, the percentages of Neanderthal ancestry vary across Europe as well.