UPDATE: I reviewed the DVD again and paid closer attention this time. She is sewing on a Bernina 430.
Basically, she stated that machines will typically overfill bobbins, and that will cause looser threads which will increase thread/needle breakage and cause tension issues. She recommends to stop winding your bobbin before the machine does.
I think I now understand where she is coming from.... it kind of makes sense to me, but I don't think my machine (Brother) overfills to the point of causing issues.
Therefore, I shall continue to quilt with a full bobbin!