I have had that happen and for the life of me couldn't figure out what caused it. How I solved the issue is I made sure to re-position where the needle was on the thread with every stitch. So I would slide the needle down just a bit after every needle full of stitches or after every other needle full. Its been quite a while since I hand quilted so I can't remember how many stitches I would load up before pulling through. I think it was maybe 7 or 8?? My best guess is that the needle eye was wearing through only one of the plys of thread. So the needle was still threaded but the thread was stuck right where it was and I couldn't move the needle's position on the thread.
If it is happening every stitch, you may have a burr in the eye of your needle so maybe try setting that particular needle aside and trying a new one out of the package. If the problem goes away, toss that other needle. Otherwise the only solution I had for it is what I explained above.