It depends on the look you want what size of thread to use for quilting. If you're going to do something like micro stippling a size 30 thread is too big. If you want the thread to blend in and disappear you use a finer thread. If you want your quilting to be bolder and stand out more use a heavier thread. No one thread fits all quilting!
For piecing the slightly finer threads are great because they don't take up as much room in the seam.