While your statement about the ballistic trajectory is true in the short term, over longer time scales (my off the cuff guess is thousands of years, much shorter than the time scale covered by the numerical simulations in the paper), there will be momentum transfer due to the PBH perturbing the star's matter as it passes through, and the PBH will settle into the center of the star if there are no other perturbations (i.e., no other massive bodies near enough to affect the process). The paper doesn't discuss the capture process in any detail, but I suspect that something like that is what they have in mind.