Welcome to the Ranch! Could you please UseCodeTags next time?
Anyway, when a Thread is started, its run() method is executed in a new thread. The default behaviour is to call the run() method of its Runnable. Since you've overridden the method you don't get that behaviour anymore. A simple fix is to call super.run() inside your run() method.
You are asking the wrong question. The question you should be asking is "Why does Thread run the supplied Runnable?". (Tip: read its source code.) Once you figure that out, you'll know the answer to your question.
subject: SCJP / strange behaviour when using Thread-Constructor