If your tension is set correctly you will not get "pokies" which are the little dots of the bobbin thread you see when it is a completely different color (or you may see pokies of your top thread on the back). I have done both, matched the backing and not the top thread or vice-versa. Personally I love the look of high contrast thread so I prefer to match or come as closely as possible to the same color thread as I am using in the top. One thing that helps with pokies is to use as small a needle size as you can for the type thread you are using. My go to needle size is a 14 for most of my longarming. Next most frequently used size is a 16. I rarely use an 18, even for King tut. I have never used any of the larger sizes.
Regarding your experience with the fleecy blanket from walmart. I have seen those. I think they more closely resemble a high pile minky than fleece. I too have had Minky fibers migrate to the top and nothing I did stopped it from happening. I have had other Minky behave just fine. I have talked to several other longarmers and they feel it is the nature of the beast and any time you use a high pile fabric on the backing like Minkee or the blanket you described you run the risk of it happening. Nothing I did alleviated the problem I had with one that was high pile and textured too. I tried smaller needle, larger needle, W&N batting which is pretty dense. Nothing stopped it. If your client is ok with it, I wouldn't worry about it but I agree with you, I thought it looked horrible and convinced my client to change backings.