masterus wrote:Could anyone explain me why is that

The XP image on installed at the factory on your Thinkpad (and also the one on any recovery disks set) has an IBM/Levono Volume Licence Key (VLK) on it.
The COA on the bottom of your ThinkPad has an OEM key on it, which is simply for the purposes of accounting for the COA with Microsoft. The key on the label will only work with an OEM Key install version of XP, so that it does not work with the Volume Licence Key image of XP on the recovery disks, or on standard XP Retail Key install disks.
Under Microsoft's volume licencing conditions, you don't need the key in the installed version to agree with the COA on your laptop, as long as the Windows XP version installed on the laptop has a Volume Licence Key licenced to the same vendor as the OEM key on the COA.
Cheers,
Bill