I always talk about my "quilty hiatus" and here's another rip van winkle "story". When I "left" quilting, people never talked about linty thread. It was just thread, and lint was something that came from the combination of fabric, thread, batting. Now I hear about linty thread all the time. I'm not sure why -- given that fabric and batting are at least as likely to produce lint as thread. I suspect it has something to do with the advent of the $25 cone of thread, which came into fruition about the time I left quilting. Salespeople have to find a reason for people to buy that thread. And from what I hear, that thread is probably not all that much better lint-wise, because all cotton thread can be linty.
Pull a thread off your finest fabric and look at all the little tails of lint along it! Use ecru thread and sew a quilt made of dark fabric (all I ever use is ecru thread for piecing so I do this all the time). What color is your lint? Hint: It's only part ecru.
We should all be checking and oiling our bobbin area about every 2-3 bobbin fills to prevent things like thread-tangle or unoiled bobbin kickback-induced tension problems, etc. If a little extra lint prompts us to stop and do that, maybe it's a good thing.
I'm not saying you should buy the very cheapest thread on the market (although it may be fine, I haven't tried it.). I'm saying "linty thread" has sort of become an internet meme. People probably spend too much money seeking less "linty" thread when they are otherwise working with some very linty cotton fabric and batting. And my personal belief is that a $1000+ sewing machine should be able to sew raw wool! The idea that even more expensive machines have to be babied is a real travesty to me.
If people can afford uber expensive thread, that's great! They should keep doing it if it gives them comfort. However, if you need the money for bills, retirement or other things, it's okay to buy other threads. They work just fine.
And from what people have said, the Connecting Threads thread is good quality. I've been primarily using Signature thread for quilting, which works fine, but just for fun I'm going to try the Essentials myself the next time it goes on sale.
BTW, I also use Glide thread, which is 100% polyester, on my longarm quilter. Polyester thread theoretically produces NO lint, but my quilter still drops SKADS of lint out of its circa 80's exposed bobbin area....from the Hobbs 80/20 or the WN batting.