The machine probably assumes that there will be some sewing done between tie off stitches. First you tie off, then you sew, then you tie off again. If you don't sew after you tie off, the machine won't "understand" why you want to tie off again right away. The only way to do that is to reset the stitch and start over.
I recently learned in my machine quilting class that I need to pull the bobbin thread to the top before I tie off. The way I can tie off is by setting the stitch length to .4 or .6 mm and taking 5-7 tiny stitches. Then I will sew my pattern in regular stitch length. I finish off with the reduced stitch at the end and trim the threads. It makes a nice clean seam for quilting inside a square or pattern.
My machine has the tie off stitch selector. When I engage it, the back stitch sets the stitch at the end of the stitching. I just love all of my options.