Thresh versus Volibear. okay- Wait... WTF?

Volibear is a great champ. He has massive health and tankiness. His fear and throw back make an excellent support kit. I understand Volbear is a force to be reckoned with. I like using thresh. He's mobile and versatile, but a bit tricky to synergize in solo queue. But I figure, hey- thresh has a lot of lane control, his grab and his flay. I should be able to keep Volibear at a respectful distance. WRONG. Volibear rears up preparing his throw back. I bait him away from my ADC and once I'm sure she's safe- I use Flay to swat Volibear away and keep me safe. Tell me how this MoFo grabs ahold of my Flay and throws me over his shoulder, effectively buffing the range of his toss instead of knocking him away. NOW- I realize using Alistar or Poppy should provoke this response because they hurl their bodies at the target- giving Voli the chance to actually grab them. But Thresh is hitting him with his chains- and may I remind you Thresh is considered a ranged champion- so his chains can't be considered part of him in that sense. So WTF is going on here? I got totally snowballed because Volibear learned he could harass me with some weird shit lol.