Thread.sleep is a static method in the Thread class.
The reason you can call sleep directly without any qualifiers in an anonymous class is because you are actually in the context of a class that inherits from Thread. Therefore, sleep is accessible there.
But in the lambda case, you are not in a class that inherits from Thread. You are inside whatever class is surrounding that code. Therefore, sleep can’t be called directly and you need to say Thread.sleep. The documentation also supports this:
Lambda expressions are lexically scoped. This means that they do not
inherit any names from a supertype or introduce a new level of
scoping. Declarations in a lambda expression are interpreted just as
they are in the enclosing environment.
Basically that is saying that inside the lambda, you are actually in the same scope as if you were outside of the lambda. If you can’t access sleep outside the lambda, you can’t on the inside either.
Also, note that the two ways of creating a thread that you have shown here is intrinsically different. In the lambda one, you are passing a Runnable to the Thread constructor, whereas in the anonymous class one, you are creating a Thread by creating an anonymous class of it directly.