I know with my Bailey - the discussions about thread breaking are often due to a too small needle - and in those cases they recomend going up to a 16. I use a 14 regularly with mine, which is interesting as I normally use a 10 in my Viking and don't have problems, and I'm using the same thread.
I suppose it's also possible to get a needles with a microscopic burr or sharper spot in the needle eye - but when you look at the mechanics - the same section of thread is going to pass back and forth through the needle eye many, many times before it stays as a stitch in the fabric.
For an experiment, you could stick the needle in a vice with the point up, then run a thread through and work it back and forth with some tension in it and see if it breaks on you also.