In my experience, if a thread is linty in a DSM the problem is amplified 10 fold in the LA. It is because of the very high speeds LA run. That said, there is no reason not to try it out. If you find it way too linty, pay it forward and pass on to someone else.
My go to thread for LA is Filtec Glide. A trilobal polyester. Super strong, beautiful colors and zero lint. I also use:
Isacord embroidery thread, Superior So fine and Bottom Line, Metro Embroidery thread and my current favorite Invisifil.
When I am forced to use a cotton I have King Tut, YLI and I have even used Connecting threads. But I really dislike using cotton thread in my LA because of the lint.