It is kind of funny -- my mom's LWR quilting group tied with yarn for years. I think LWR started recommending crochet thread a few years back, and we know it is much easier to pull through. The ladies doing the tying resisted change, but finally gave in a tried the crochet thread. Now they wouldn't go back. These are older ladies who have pliers on hand to help them pull the ties through when necessary.
That said, I do know of a lady (similar to the case of WMD926) whose granddaughter requested yarn, because she wanted those "nubbies". Most yarn ties after many washings do become more of a "nubbie" than a tie.
Dayle