One of the things I keep seeing is "with their consent". How are you going to ascertain that consent, especially if they prove incapable of learning language?
If one wanders out of the facility, how do you distinguish between exploratory wandering and a desire to leave?
I mean, children are just naturally going to want to go places they're not supposed to and in that case it's ethical to confine them without consent. Does that mean we hold them regardless of what they want until they're 18 (or whatever we determine to be "age of consent" for Neanderthals?)
You mention their "tracking skills". You have to remember that this isn't going to be like pulling a small tribe of Neanderthals through a time portal. They're going to have literally NO culture other than what we teach them. They'll be no better at tracking caribou than I am. They might learn some from these hypothetical Yakuts, but that brings up another interesting quandry -- what happens when a Yakut and a Neanderthal eventually mate? There is a good bit of evidence that Homo sapiens neandertal could successfully interbreed with Homo sapiens sapiens. What do you call the offspring? What legal rights does he/she have? Does it become part of your "program" group, or part of the Yakut tribe?
EDIT: Note that larger brain doesn't necessarily equate to higher intelligence. Sperm whales have a 7kg brain, the largest in the animal kingdom.
Shrews have the largest brain as a ratio-to-mass, nearly 10% of their body weight.