Starting threads from inside EDT event handler code in Swing apps

My understanding of the Swing Event Dispatcher Thread (EDT) is that its a dedicated thread where event handling code is executed. So, if my understanding is correct, then in the example below:

private class ButtonClickListener implements ActionListener{
   public void actionPerformed(ActionEvent e) {
      // START EDT
      String command = e.getActionCommand();  

      if( command.equals( "OK" ))  {
         statusLabel.setText("Ok Button clicked.");
      } else if( command.equals( "Submit" ) )  {
         statusLabel.setText("Submit Button clicked.");
      } else {
         statusLabel.setText("Cancel Button clicked.");
      }     
      // END EDT
   }        
}

All the code in between START EDT and END EDT is executing on the EDT, and any code outside of it is executing on the main application thread. Similarly, another example:

// OUTSIDE EDT
JFrame mainFrame = new JFrame("Java SWING Examples");
mainFrame.setSize(400,400);
mainFrame.setLayout(new GridLayout(3, 1));
mainFrame.addWindowListener(new WindowAdapter() {
   public void windowClosing(WindowEvent windowEvent){
      // START EDT
      System.exit(0);
      // END EDT
   }        
   // BACK TO BEING OUTSIDE THE EDT
});  

Again, only the System.exit(0) is executed inside the EDT.

So for starters, if my understanding of the "division of labor" between EDT and main app thread code execution is incorrect, please begin by correcting me!

Now then, I came across an article that emphasized the use of creating a new Thread from inside all this EDT code, which would make my first example above look like this:

public class LabelUpdater implements Runnable {
  private JLabel statusLabel;
  private ActionEvent actionEvent;

  // ctor omitted here for brevity

  @Override
  public void run() {
    String command = actionEvent.getActionCommand();  

    if (command.equals( "OK" ))  {
       statusLabel.setText("Ok Button clicked.");
    } else if( command.equals( "Submit" ) )  {
       statusLabel.setText("Submit Button clicked.");
    } else {
       statusLabel.setText("Cancel Button clicked.");
    }   
  }
}

private class ButtonClickListener implements ActionListener{
   public void actionPerformed(ActionEvent e) {
      // START EDT
      Thread thread = new Thread(new LabelUpdater(statusLabel, e));
      thread.start();
      // END EDT
   }        
}

My question: what advantage (or lack thereof) is there to this approach? Should I always code my EDT code this way, or is there a rubric one needs to follow as a guidelines for when to apply it? Thanks in advance!