This was already mentioned in a thread about five down from this one.
If we just move it, then people could just say "O, it doesn't matter if I put this in the wrong place cause a mod'll move it for me" People'll never learn unless we tell them that their thread's in the wrong place.
Plus, if we just moved threads, you wouldn't know where your thread has gone (unless we left a shadow thread which is a pain)
It's a lot better to lock it, tell the person where to post it and let them get on with it, rather than go through the pain of moving it and having people say "hay where my thread go?"
So yeah.
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Well, it explains the disappearance