My LQS owner did a comparative study of about a dozen brands, for lint, stretch, strength, and several other traits I dont's recall. She was amazed by the differences.
I use Superior threads almost exclusively, but had just one cone that did that. I saw the lint on the cone itself. I should have sent it back but did not want to bother. I used the remainder in the bobbin, and cleaned the bobbin area more often than usual. I bought a couple of Star brand spools that did this constantly. I sew very quickly and am very intolerant of linty thread.