What this means is that mindfulness is deeply penetrating. An analogy that illustrates this penetrating quality is to imagine throwing a cork into a stream. The cork just bobs along on the surface of the stream. But if we throw a stone into the stream, the stone sinks right to the bottom. It's not carried away by the current.
Mindfulness is like that stone.
It penetrates into each moment's experience deeply. That penetrating quality is the characteristic of mindfulness. The function of mindfulness is non-disappearance. When mindfulness is present we're able to keep the object of our awareness in view. We don't forget the object, we don't allow it to disappear.