You could easily find Neandertal DNA sequences in most europeans, but that does not mean that somebody should know some ancestor who was Neandertal man. Also you could find sequences inserted by retroviruses and even ones with completely unknown origin, that attributed to aliens by some people. And you hardly find a virus or alien among known ancestors, even if tree going back very very far. Another question is what sequence is used in tests and how long how old and how selective is it.