Mixtures retain the properties of their constituents because the constituents aren't chemically joined. A substance's properties change when it reacts chemically to form a new substance, but not when it's combined with another substance in a mixture. When a mixture forms there's no chemical reaction involved.
As an example, sodium chloride dissolves in water to form salt water, a mixture. This is a physical process. The salt water looks different from the solid sodium chloride, but when the water is evaporated the original salt remains. Just as it didn't react chemically when dissolving, there's no chemical reaction when it's separated from the water by evaporation. That is to say no chemical bonds are broken or formed.
In contrast, sodium, a soft shiny metal, reacts vigorously with chlorine, a greenish-yellow gas to form sodium chloride. This is a chemical reaction in which the covalent bonds in Cl2 are broken and electrons are transferred from sodium to chlorine. Sodium Chloride has distinctly different properties from those of sodium metal or chlorine gas. It can only change back to its original elements by undergoing another chemical reaction.