There are a multitude of different styles of connections for tub spouts. Your original spout may have been a Moen brand, included with the valve set, or it may have been separately supplied. In any event, he said it was the "slip-on" design, no threads, it just slips over a copper pipe. And the spout included with your new trim set was threaded. There may be a way to adapt your copper stub out for a threaded spout, but the easier solution is to simply get a new slip-on.