I think you don't process correctly:
To move thread, you need to select them (what you did), then you need to go where you want to move them (another forum).
Then, you still have the menu, so you can use it with "move here": your thread will appear in the new forum.
I choose the forum where i want move? How ?
Just go on it
1) Select what you want to move/copy (PM, post or thread).
2) Go to the place where you want the selected elements to go.
3) Open the small drop down below on that page and choose "Move here", "Copy here" or similar (for example).
This system is different but great!