Return reference to *this without a copy constructor?

I've written a class similar to the following:

class ScriptThread {
public:
    ScriptThread(): mParent() {}

private:
    ScriptThread(ScriptThread *parent): mParent(parent) {}

public:
    ScriptThread(ScriptThread &&rhs);
    ScriptThread &operator = (ScriptThread &&rhs);
    // copy constructor/assignment deleted implicitly

    ScriptThread &execute(const Script &script);
    ScriptThread spawn();
    ScriptThread spawn(const Script &script);

private:
    ScriptThread *mParent;
};

ScriptThread &ScriptThread::execute(const Script &script) {
    // start executing the given script
    return *this;
}

ScriptThread ScriptThread::spawn() {
    // create a ScriptThread with "this" as its parent
    return ScriptThread(this);
}

ScriptThread ScriptThread::spawn(const Script &script) {
    // convenience method to spawn and execute at the same time
    return spawn().execute(script); // ERROR: "use of deleted function"
}

As written, g++ fails to compile it at the line marked "ERROR", claiming that it's trying to use the (deleted) copy constructor. However, if I replace the last function with this:

ScriptThread ScriptThread::spawn(const Script &script) {
    ScriptThread thread = spawn();
    thread.execute(script);
    return thread;
}

It compiles without an error. Even after referring to a number of articles, references, and other SO questions, I don't understand: why does the first invoke the copy constructor at all? Isn't the move constructor enough?