The only modern humans that exhibit Neandertal genes are descended from non-African ancestors. This is because

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Neandertals evolved and lived outside of Africa, so they could only have interbred with humans who lived outside of Africa. African humans did not come into contact with Neandertals until much later, after they had already gone extinct. Therefore, the only modern humans with Neandertal genes are descended from non-African ancestors.

The Only Modern Humans That Exhibit Neandertal Genes Are Descended