It's called positive geotropism. The strong pull of gravity encourages roots to grow down until they find a suitable medium for establishment. The seeds don't make their way into the ground, the roots do. ;-)

They'll root right through the mulch, as will most weed seeds. Depending on what kind of mulch you're using. Most fine textured materials like bark or compost or even gravel will allow seeds to sprout and roots to grow. If you're using a fabric or plastic or paper layer then seedling roots won't grow through that, but they will grow in whatever you put on top of the fabric layer.