I have never had this problem and use Glide almost exclusively. I LOVE the magnaglide bobbins, they are definitely worth the small extra expense.
With it coming off the cone so fast as you are quilting that is unusual. You shoud try to find one of those cone socks made out of mesh material. It is more commonly used with monofiliment thread.
http://www.harriethargrave.com/Threa...of-5-p941.html
http://www.thethreadexchange.com/miv...de=Thread_Sock