By Ökologix (Own work) [Public domain], via Wikimedia Commons
They discovered that many traits besides immunity are effected by the Neanderthal DNA. In fact they found genes associated with traits such as sleep patterns, skin color, hair color, and perhaps more which we don't yet understand. The current theory is that humans and Neanderthal interbred many thousands of years ago. As a result of this ancient interbreeding it is now the case that humanity has Neanderthal genes dispersed.
References
Cell Press. (2017, October 5). More traits associated with your Neanderthal DNA. ScienceDaily. Retrieved October 14, 2017 from www.sciencedaily.com/releases/2017/10/171005121106.htm