Quality poly thread is fine to quilt with. Serger thread is the cheapest and lowest quality thread on the market. It's made to be used for 3 to 5 spools at a time to create a strong seam. If I've spent all the time and money to create a top I'm not going to use the lowest quality thread to quilt it with.
NOT ALL CONE THREAD is serger thread. There are many quality threads that are on cones.