I made these, but I don't remember even doing that part. Not sure if I just blew it off or what, but there is no loose thread in mine so.. :??
I'd have to make them again to understand why the working yarn is done that way, but I do know that by dipping the needle under the yarn and over the yarn alternately you will be securing a loose yarn. That's how you do it in fair isle so you don't get long loops.
ETA: My DH was looking over my shoulder while I was looking at the pattern (don't you hate that!)..anyway, he had a confused look on his face and said the pattern just looked like Cyrillic to him. :teehee: Maybe we could use patterns as code so the guys won't know what we are talking about! :roflhard: