I've had thread tension on my la [gammill classic+] only when I've forgotten to 'floss' the thread thru the tension. I would swear it went thru there just like it was suppose to, and it looked like it was suppose to, but it didn't behave lit it should have done.
You can try pressing on the bobbin thread and see if it feels like the other bobbins, ie: not spongy or hard like a rock.
Just glad you caught it before unpinning!