A midarm uses a larger needle than a domestic, so it makes a bigger hole as it sews through the quilt. From your picture, it looks to me like you can see the top thread, but it isn't actually poking through to the bottom. If that's the case, the holes will close up with time or washing, and the dots will disappear.
I know I found that a bit troubling the first time I longarmed, but that's how my instructor explained it, and she was right. This happens especially if your fabric is lighter or more loosely woven. Try quilting a little sample, throwing it in the wash, and seeing if the problem persists.