If you leave the bobbin thread there is a good chance that it will get all tangled up when you start stitching. Since you can't really see what's going on, you won't realize what a mess you have until the line is done. It would take a whole heck of a lot more effort to untangle the mess, then bury the threads. I have tried doing this and actually tore the thread. So when the start of my quilting line is visible (and not off the edge) I try to remember to pull up the bobbin thread.