John Thompson died in 1941, and the Modern Course books are continuously updated and still under copyright by the Willis Music Company (now part of the Hal Leonard publishing group). The Grade 2 book was originally published around 1937, but due to copyright renewals and ongoing revisions, it is not freely available in the public domain in most countries (including the US and EU).
The official digital editions often come bundled with . You can slow down the tempo of "The Lonely Road" to 50% speed (using software like AnyTune or Amazing Slow Downer) without changing the pitch. This is impossible with a paper book. John Thompson Modern Course For The Piano Grade 2 Pdf