Indeed, thread does make a difference as does the needle. Use the cotton thread for sewing on your cotton quilting fabric. It's more "compatable" with the fibers.
The "sharper" thread with poly or nylon content is too harsh for the cotton on the quilts and could damage the quilting fabric. If you have ever noticed a man's wool shirt with the elbows worn thin, it is most likely a wool/nylon blend fabric and the nylon in it has actually "worn out" the wool, leaving just the nylon. (I hate it when it happens to my socks!) Anyway, the same thing will happen to your quilt. And you put in way too much time for something like that to happen.
M