When you move a thread, you're given the option of making a redirection thread to let people know that the thread had been moved. This option is made available via a checkbox in the UI, and is checked by default.
Basically, I was catacombing some posts and forgot to uncheck the box. I noticed afterward, tried to move that thread when it turned out that I couldn't delete it outright, and forgot to uncheck the box that time as well.
I moved them to the moderator area, and when Ghost tried to see if he could delete the threads after moving them to the catacombs he found that he couldn't either... and then forgot to uncheck the box when moving them back to the moderator area.
DERP.