Absolute tosh! I've lost count of the number of threads (no pun intended) I've seen where people comment that their machines don't 'like' a particular thread.
A machine does what you 'tell' it to - it is an inanimate object (much as we love them and give them names, lol). It may mean tinkering with the tension, bigger needle eye or changing needles - amazing what a sharp needle will achieve.
My Janome is the original Martini girl - any needle, any thread, any time (hope you all had that TV advert in the US.....). I even FMQ in metallic on it.
However my new Pfaff has been breaking it's bobbin thread despite all of the above, for both me and the shop owner so now back at Pfaff. When it comes back I expect it to do everything my Janome does or I'll be hounding them until it does.